I use Download Manager Tweak for Firefox, very great, resumes awesome, everything. I'm really loving it, and it works perfectly.
As for audio, Winamp all the way. I've tried Foobar, but I just cant live with it. I simply like the GUI for Winamp, its cluttered sure, but just having it for the media library in the audio section is great. Plus it handles my 20,000 MP3 collection well, which most programs choke on.
As for as general media, I use Media Player Classic. GREAT GREAT GREAT tool, I love it, and it runs every video codec I need, never had an issue with it.