Jimbob, I don't know of one yet as im mainly listening to mixes but have you tried 3 cubed?
Just tried it - if anything the small gap between songs is even longer than the stock Android/HTC players.
What is good about 3 Cubed is the downloading of album art which was simple and very good - even found my mixmag album covers with ease. Has a great-looking album art scroll, but practically speaking it didn't order my albums properly (though there may be something in preferences to order them by album title which is what I prefer), and when playing a song I couldn't find how to 'fast forward' within the song either. When selecting an album to play I liked it that it seemed to have a rolling playlist to add to so that you can choose albums to play on a list after each other, but this seemed to be the default which was problematic for me.
I'd love to pay for a player that orders things in a simple lists, downloads album art easily, and hopefully plays tunes without gaps. I'm yet to find it though!
Mixzing has a much smaller gap, probably the smallest gap I've heard so far which is great, but there's still a gap. The major problem with Mixzing though is that when you copy a mix-album to your phone, if they aren't copied to your phone in their own separate folder in your Desire it can't recognise songs with the same album information as part of the same album. As such, when you have a mix album, it invariably lists each song as a separate entity alongside other alnbums all by the same artist.
An HTC stock player interface, combined with 3 cubed's album art downloader and cube viewer, merged with Mixzing's smallest gap between songs would be the best thus far... but I'll keep trying others!