I don't really see how the skin you use affects the functionality of the player. I like to listen my audios with winamp, with the classic-skin as default.
For videos, I use
media player classic which is light and has no useless bling-bling, which I hate. Realplayer has to be the worst invention man has ever made, but still some streams are sent as .rm. For this I use
real alternative with MPC.