Winamp is as good as anything that I have heard. click here
You can set up a playlist or just right click on My Music and it will play all 10000 files! I use Winamp and there is no discernable gap between tracks. Also, if it's quality that you need, use a Xitel Hifi Link to output mp3s direct from hdd to hi-fi (bypassing the sound card and utilising the Xitels built in DAC to convert the .mp3 files to .wav files). click here
It's inexpensive, easy to install and sounds really good.