As for the playlist thing, I guess you want to insert things into the playlist on the fly after the current song? Don't know any with that capability, I use the 'on-the-go' playlists that the iXXX's do though.
Not quite. What I meant was I wanted to be able to choose the next song without altering the playlist at all. I always have 'random'/'shuffle' turned on, so if I just move the song to the next in the playlist it still won't play that song next, it'll just pick a random song from anywhere in the playlist.
This is how winamp does it:

After the current song has finished it will play the song with the [1] at it, and then the [2], then the [3], etc. without changing the order of the playlist, and while shuffle is on.