Until yesterday (well, if I were watching anime), mainly MPC. I was always encountering problems with it, so I uninstalled it. I'll just use VLC for MKV and OGM files from now on. For other video file types I often use GOM.
i used to play my file in kmplayer but since 10bit came out and kmplayer doesn't support 10bits i had to switch to mpc + core avc, it can handle 10bit but terribly slow for my computer, then i tried a VLC build from they repository, here you got it in case you have 10bits problems and a really bad computer: http://nightlies.videolan.org/build/win32/last/ its a beta, it may cause some problems, so far its working fine for me, i recommend unchecking the ordered chapter box in the advance configuration.
I used to use VLC, but when I couldn't figure out how to get the 10bit videos to play, I searched around for another player. It hasn't given me any problems thus far and the only downside is that I can no longer use my trackpad to scroll up/down for volume and left/right to fastforward/rewind.