Seems like the developers of Winamp will have to take all of these suggestions and program them with great speed, judging by the reviews of Winamp in the Google Play store
I'll stick with the number 6 top ranked application called PowerAmp, I'm not prepared to deal with applications which are poorly programmed, although I'm glad you're able to overcome these things and it works for your HTC.
Given the annoying behavior of the trial version of poweramp (the way it causes various other players to stop when it goes to the next song), I don't think I'll ever try the full version.
You will always be able to find negative reviews for any app, but based on my requirements (mainly having a good pre-amp, being able to browse and load folders including subfolders and non-interference with other apps), winamp scores nicely on those points (though the folder browsing is a bit hidden in the interface). I don't care much about lyrics.
For free players, the free versions of winamp, rocketplayer and jetaudio are very good and they don't nag you like poweramp to upgrade to the paid version. Though for the equalizer I think the pro version of winamp is required.
I've just had rocketplayer, winamp and jetaudio playing for a few hours without problems and I think I've found a good combination of players now and I finally feel confident about leaving my old smartphone at home when I'm out and about.
My old smartphone was a bit too sluggish to handle playlists of more than 5000 mp3s, but this new HTC OXP happily does that.