That's funny, I just wrote up a review of the same four applications (plus I threw in Winampaq just to make it an even five) for Download Squad a few weeks ago.
I agree that MortPlayer's pretty much the best of the bunch if you want the most features. My only complaint is that it has so many features that are accessed in so many different submenus that figuring out how to do things like load a playlist on startup isn't the most intuitive process.
You can check out my review (with a few screenshots)
here.