PocketMusic and CorePlayer are two different animals. PocketMusic is a MUSIC ONLY player--it doesn't do video. CorePlayer, IMHO, is the best all-around multimedia player; it's H.264 (mpeg4) video support is unmatched. It's a pretty good audio player, too, but doesn't have some features in PocketMusic like skins and streaming.

You should also look into CorePlayer's free predecessor TCPMP (great if you don't care about H.264), and free music-only players like MortPlayer, GSPlayer, and WinVibe. The latter two support streaming. I personally use a combination of MortPlayer for podcasts and CorePlayer for everything else.