I'd definitely say Winamp. It's had crossfading plugins available for well over a decade now.

Of course, I can't exactly vouch for it. I haven't used it since version 2.x, because I didn't like the direction they took in version 3. I see they're on 5.6 now, which is lower than I would have thought, given that this was about 11 years ago... Man, looking at the screenshots in the Wikipedia entry really brings me back