I don't know how hard this would be to implement, but one of my favorite features (if not the favorite feature) of Winamp is the simple fade in and out when pausing, resuming, and stopping tracks. Even when I just hit the X and close the program it manages to fade away gently. Most audio players just do the harsh abrupt stop. So that's my humble request.
Just to be more specific, in case it wasn't clear, I believe my desired behaviour would be:
On play, start with no fade.
On pause, fade from current volume to 0 over 0.7 seconds.
On resume, fade from 0 to previous volume over 0.7 seconds.
On track finishing and next track starting, no fade.
On stop, fade from current volume to 0 over 0.7 seconds.
I don't know how long the Winamp fade is, but I figured 0.7 seconds felt about right, albeit overly specific.