I think you mean audacious [1] not audacity [2] although both are useful tools (If you're not familiar, audacious is a media player that supports XMMS plugins and Winamp2 skins). But WRT Audacious vs XMMS, I've also noticed that audacious doesn't seem to scale as well as XMMS with a lot of songs in your playlist.
[1] http://audacious-media-player.org/ [2] http://audacity.sourceforge.net/