I am kind of surprised why this app hasn't found its way in this collection, its already portable freeware (you are questioned during the install process if you want it portable) and way better than every player I ever tested (even coolplayer). Here some features.
Extremely fast (even on old computer)
Extremely fast well structured library
very low resource consumption
good Tag editor
very intelligent and adaptive play-lists
cross fading
pretty good DSP Manager (for example karaoke function)
quite good equalizer included
plug ins available like Last.fm integration
other nice features like the jump to key commands in winamp (key commands can be changed)
multilingual
pretty good task-bar integration
...waiting for some comments
sea
I don't suppose there is an English page is there, my Russian is a little rusty?

I'd use a translator but the translated pages often end up saying bad things about my mother.
[edit]Nevermind... the "EN" button was probably a give-away.[/edit]
It's good that you listed the features but I assume that this is a audio player, like Winamp?
AIMP2 is portable. You can choose to have installed it as a portable application on your USB-drive during the installation process.
Pardon me my English. It's very inperfect.
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Xiongmao
It's just a bit low on my priority list, since Winamp Portable, and any unicode support is eating all my spare time !
AIMP2 Portable developement test 1
Formerly Gringoloco
Windows XP Pro sp3 x32