Personal choice, there's tons and tons of music players, walkman player, Google music, miui, noozy, apollo just to mention a few, as for WMA, well most people have either MP3 or mp4 music files, what it really comes down to is music enhancements
Depends on if the music is on the device or stored in the google play cloud. google graciously offered to let me upload 20,000 of my favorite tunes from my library so i use the music app to play that. for music on the device I like poweramp b/c I can customize the eq and levels to match my likings with headphones.
JetAudio has been popular on the PC for years and is available for Android. Has some very nice features including the ability to automatically index music on the external SD card.
Second vote for jetAudio. This app is a tweakers dream. The free version comes with a 10 band eq, bass boost, reverb and speed control, and adjustable crossover for gap less playback.
There is a WinAMP for android that is free. I suspect it will play most any format. If you bought music at Amazon in the past, you may want to get their MP3 player so you can sign in and download the music. I was pleasantly surprised to find that includes some CDs bought from Amazon years ago that are now included in my music cloud.
Yep, WinAmp is a great compliment to JetAudio. Between them they can do just about everything and either is a better choice than the default music player.