WinAmp's "Smart View", which is likely what you're using to generate playlists from ratings is the single best feature I can think of.
It lets me use ratings in my mp3s, along with checks for genre, year, etc. to generate very custom playlists. Coupled with Shoutcast you've basically got an automated radio station. Personally I forgo the shoutcast typically, but love the smart views + shuffle for taking control of my listening away from myself (I hate it when I ruin a good song for myself through over-listening).
Making playlists from a Smart View makes for an easy way to pick out good music for your portable devices if they don't have the storage for your entire collection. It's nice to have full albums, but I find they aren't necessary on your portables.