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Use just about any available music player.
I'm a bass guitarist and grab just about anything to practice with. CDs, tapes, MP3 player, iPhone, computer, whatever has something interesting at the moment. For the computer I prefer using WinAmp. There are some incredible DSP plugins for WinAmp. I often use the Moitah Center Cut plugin that allows you to separate the center and left/right channels to better hear some of the individual instruments.