These software players are just one part in the chain, installing them will not magically make all your music to sound better.
First in the chain is the source, meaning the music files you will play. If they are low quality MP3 your off to a bad start. If they are FLAC or ALAC your haven taken care of that.
Second is the software player and they player do work, how well depends on the rest of your chain. Which ones is best ? Only you can decide that after testing them on your system. Most of these players offer trials so why not download them and try them out for your self.
If your running Mac there is a excellent thread on different players
here
Amarra is waste of money in my opinion. Not that it doesn't sound good, it simply doesn't sound better then the other players, yet it cost an arm and a leg. To boot it's interface is dated back to 1998 and it's buggy for quite a few people.
Third is the DAC (digital to analog converter) this is the thing that convert the digital files to an analog signal. You either use your computers onboard soundcard or have a dedicated internal soundcard. If it's the former you could improve this link buy getting a decent internal Soundcard or a good external DAC (which basically is a external sound card)
Forth and last is the speakers/headphones, if you have a pair of cheap speakers/headphones you won't take advantage of the rest of they chain being up to par (just as with any other link being weak in the chain)