WinAmp (free version) allows you to enter URLs for audio streams. Select the "Shoutcast" button, then select "Manually Enter Station", and then enter the URL.
* WinAmp is my primary audio player. It works nicely and has an intuitive user interface.
* It also streams Shoutcast radio stations.
* WinAmp works with Google Voice Search so that you can say, hit the Google Voice Search button, say, "Listen to Rolling Stones", and it will play your Rolling Stones songs with WinAmp.
* There are plug-ins available for WinAmp. For example, I use the free MusixMatch plug-in app to automatically display lyrics on my Android phone.
* If you use WinAmp on your PC, you can sync music and playlists with your PC.