Like a lot of people, I'm a foobar2000 exile and Cog is much better than any other player I've tried (including Play, Songbird, and much-despised iTunes) since I converted to OSX.
The one feature that NO existing music player seems to have is foobar2000's ability to create new tabs for playlists on the fly. Even if it was a simple playlist without some of fb2k's more advanced features like moving tracks between playlists, etc, it would be light years ahead of any other OSX audio player that I am currently aware of. The existing playlist works exactly like I want it to, but I'd like the ability to have several of them in tabs that don't require me to save/load playlists when I am just trying to listen to random stuff and don't want to bother officially organizing it. As far as I am aware, Exaile for Linux has this feature now in addition to fb2k for Windows, which leaves OSX as the only platform without any native option for tabbed playlists.
I'll also throw in a re-request for some sort of "add to playback queue" ability that would allow me to play a song and then jump to another point in the playlist and go from there instead of the next track in the current sequence. I'm pretty sure this one already exists in this forum tho.
Otherwise, great job with Cog. I love this player.