The newest version of VLC (OS X version on MacUpdate here), which will eventually be 0.8.5, now supports XSPF playlists. This means that you can make a simple XML playlist filled with URLs to audio (MP3, MP4, WMA, Real Audio, Ogg Vorbis, FLAC, etc) and video (a similar list of open and closed formats) and have them all play one after the other, possibly for the first time ever.
There are still a few bugs in the XSPF parsing and presentation, but I'm sure it'll be great before long.
There's also a VLC plugin for Firefox (mozilla-plugin-vlc): installing the build of 0.8.5test2 means upgrading to the as-yet-unreleased Dapper release of Ubuntu, which was supposed to be finished this month but got postponed for a few weeks to make sure it was solid. Doing a dist-upgrade seems to have gone smoothly anyway, though it's not recommended yet; the Tango'd icons are nice and shiny and the Beagle-based search works well. Unfortunately all I can get from the VLC alpha is a segfault so far. Update: fixed - had to clear out /usr/lib/vlc first as there were conflicting plugins.
I've added a plain XSPF button to Playr, which produces a playlist that can be opened with the external VLC application.