I'm using Foobar as music player. It plays all the special formats (for example from game music), without any problems so far. And I have made the interface to my liking, you can change the whole layout and look.
EDIT: though, at work I use Audacious in Ubuntu. :) Which has the simple old style winamp look.
I can imagine, being an older game now, it's even more difficult to get in to than it was a few years ago, when I played it the first time.
I also had some problems to get into it, but once I did , oh man... I loved it! I remember I didn't really specialise in any type of weapon or skills. I tried to level them all step by step, which of course, makes you a little better in everything, but it also never makes you a specialist in anything. I have finished the game in a few different ways. Being like a invisible stealth fighter (sneaking, hacking, etc), being a long-ranged master (sniper, etc) and being a walking tank, that cannot really be harmed by anything. :)
Of course, this takes time, to actually become this specialised. So... try to take it a bit slow in the beginning. The powers will grow step by step and this will also make the game more fun, if you like this kind of game. And remember, pretty much every level can be played in mutliple ways.