Winamp - To play these files you need an MP3 player.
You can change the face of it, make play lists, play .wavs and
much more. A great advantage to it, is that it's free! There is a
Mac version called Macamp.

Sonique - Can do everything Winamp plus more. It's music to
your eyes, just the look of it is stunning. In my opinion the best
mp3 player yet!

GetRight - This application is awesome. It lets you resume
downloads. Very handy if you are downloading an mp3 and
suddenly it stops for some unknown reason. Advanced
features include scheduling downloads, dialing your modem,
hanging up your modem when downloads are done, and more.
This is a must have.

Go!Zilla - Recover from download errors and resume failed
downloads, manage and categorize files to download later
etc. The same kind of tool as GetRight.

Uncook 95 - This handy little utility allows Netscape users to
fix faulty MP3's or basically MP3's that have screwed up during
download. Identifying these MP3's can be easy due to a
squeaky sound in the background. For more information read
the Uncook 95 FAQ.