Start here (xmms), and maybe follow the links to something more recent. I just checked and atrpms has xmms available.
actually remember reading this same wiki a couple of years back... but the links came up dead (on actual same usability compared to WinAmp)...
I sometimes play music on-line, and NOTHING yet has compared to it :(
Closest I have gotten is an app/music player called Clementine, but it skips a lot :p