VLC is a client known as being able to play almost all video and audio formats. It is not capable of using the XML API, however it can play the playlists generated by the Ampache web interface
Linux: Yes
Windows: Yes
Mac: Yes
VLC does allow you to play the playlists, however the default action is to replace the current playlist. A sample wrapper script (only available to Linux or Unix users, but a batch script can replace it for Windows) can be used to enqueue the item. Then you can just send the .m3u file to VLC.
~$ cat scripts/vlc-enqueue #!/bin/bash vlc --playlist-enqueue $1 ~$
The VLC playlist window isn't displayed by default and can be accessed through the View menu (shortcut - Ctrl-L).