Welcome to the site!
There are many threads on what people think are the best apps, utilities, games, etc. Try a search.
My favorite software: PocketBreeze, Pocket Informant, and the 3D games that come with the X51v.
For video I really like TCPMP.
For your question about WinAmp, I don't think there is a PPC version.
However, there is software that mimics and some that even lets you use WinAmp skins.
Software such as
http://www.pocketmind.com/pocketmusic.htm