Only Jukebox is included with MorphOS (and yes, it has gui and it supports playlists). Others mentioned probably come with the Chrysalis pack. Some people install it to top of fresh MorphOS installation and may get confused which came originally and which didn't.

Here's how to setup Jukebox as the default player:
http://library.morph.zone/Getting_Started#Setting_Jukebox_as_the_Default_Player_for_MP3_Files