Well, I can't resist. Being a long-time WinAmp user before I switched to MJ, I have to mention two features of WinAmp that I'd really love to see in MJ:
1. Explorer shell extensions on folders: MJ creates explorer shell extensions (play, add to playing now and import) for supported file types, but it would be great if MJ could also install these extensions on folders. When I want to play all files within a folder (without importing them first), I now have to select all files within the folder first and choose "play". And there is no easy way to play all files within a folder AND all subfolders beneath this folder. With WinAmp you can simply select "Play with WinAmp" on the folder.
2. Show the track title in the task bar: Most of the time, I play music in the background, while MJ is minimised. If I want to know the title of the track that is currently playing, I first have to restore MJ and look at the "playing now" info. With WinAmp, I can quickly look at the task bar and immediately see the track title. This is not a major issue for MJ, but just a very neat little feature of WinAmp that I'd love to see in MJ.
Any feedback is appreciated.