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I would love to see a portable version of a recent release of WinAmp. I hate having to install it on every machine I get on.
If this can't be done at least a portable music player that isn't Windows Media Player that supports m3u playlists and network drives.
Thanks 
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The classic version of Winamp is portable.
xmplay is portable and can use winamp plugins
Xmplay it´s a great player, but stores all its config in the windows registry (it also gives you the option to clear that data if you want).
EDIT: Lastest January version of Xmplay is now portable. It stores the config in an .ini file.
I sign tghis with both my hands. I'd love to have Winamp Portable
Embrace your dreams
I use this thingy off the Ipod-drive. Works as far as I understand on any pc (and no need for admin-rights) and has Ipod-support:
http://z0rz.com/blog/archives/5
Cheers
C
EDIT: Noticed another link was already posted.
I would recommend CoolPlayer. It's fast and already portable.
http://coolplayer.sourceforge.net
-Justin