I just use WMP as well, my laptop has shortcut keys to pause/change to the next song. (FN+arrow keys) I'm sure you can make your own shortcut keys though, if not try WinAmp.
That's my music provider of choice when gaming be it PC or Console gaming. Going back almost 10 years now I've had one of my old alarm-clocks with a radio "installed" into my entertainment center (basically there was a small shelf with a plastic grate dedicated to holding CD Jewel Cases, so I pulled off the grating & poked a hole for the cord in the backerboard of the little shelf and it's the perfect size for my alarm-clock). Not only do I have AM/FM radio now to listen to when I'm gaming but also an extra clock which comes in handy especially when playing PC games and the computer's clock isn't on screen. (Though I guess that only works if you have your computer desk setup somewhere close to your entertainment center (in my room for me) where you can easily see the clock while also using the computer)the radio
Itunes. love it!
The problem I have with using iTunes is that I can't get the volume right once I've entered NR2003. When I get to the track, I like to adjust the volume of the music and NR2003 separately but I can't minimize the game to desktop without it crashing.