Oh man, Depends. Usually I use Gmusicbrowser(Linux Only).
As you can see, It looks rather, plain. No special effects, no blows and whistles. It might also a bit of a pain to set up at first, but after that, I'd say It's pretty good.
Another Music player that I do like is QMMP(Windows/Linux).
It's meant to replicate Winamp, and indeed it does replicate it well. A major advantage of it is that it uses Classic Winamp skins with ease. So if you had a kool Goku skin for Winamp back in the day, you can use it on it with no problems whatsoever.
The last one is a bit of a wild card, I'd say. and that's MPV(Windows/Linux/Mac/BSDs).
MPV runs and recognises everything, it runs fine, it supports .cue files, and a good amount of albums do come with them.
On my phone, I use Poweramp. There aren't any really good free music players on Android sadly. You need to pay for Poweramp, and of course you can find modded APKs of it, but at least, it's probably the best out of all the music players for Android.