There is nothing stupid about a light, simple and fast player that will do quickly what you want, namely: playing straightly your music with no concern for looks or supplementary capacities.
The problem is that a lot of simple players are just stupid. They crush, or won't natively open flac, ape or cue files and such, or, if you add them the needed plugins to play them, they crush after that etc.
You want a simple player like winamp?
QMMP is the one for that.
(some that pretend to be simpler are so simple that you might end losing a lot of time with simplest tasks)
It supports Winamp x2 skins ;)
sudo apt-get install qmmp
But so it happens that the best player around is also the lightest and simplest if you do not need addons/plugins - it is still light and fast with all that, and that's why it is the best; but anyway:
DeaDBeeF (I prefer the static/portable version) - here
No skins for this one ;) but colors are changeable.
Considering Winamp itself: why not try it in Wine? It seems fast and light. Unless you want to try the real best player for Windows, and, through Wine, a serious favorite as the best in Linux: Foobar2000. (See related answer.)
(But I'm curious: why would one want to play music files alphabetically?? In case your needs of just playing alphabetically one folder of mp3 files have become more complex in time, you might consider editing your question.)
You might use Fooobar2000 to edit track number(among other things) in bulk with the masstagger. Let's say I have some tracks with no number in tags but that are put in the correct order because of the name
Opening them in FB2k
In the new window click 'Add'
In the other small window click ok (leave empty)
With 'Auto track number' enabled there click 'Run'. It's done.
A good player should only look simple!