Audacious is my music player of choice on Linux. I found a cool feature today that allows you append an entry to the playlist instead of just starting play. So I set my shortcuts for both MP3 and OGG files. Now if I double click a file in Konqueror it just adds it to my playlist and doesn't mess up what I'm already listening to.

audacious --enqueue There are other cool options in the man page as well.