So, I never got around to building my Jini Jukebox, nor does it look like I'll ever find the time to. Instead I threw together LANMP3 [download], which is basically a rewrite of RemoteMP3, my original attempt at a client/server MP3 player.
LANMP3 and RemoteMP3 let you have a music server running on your LAN that contains MP3 files and is hooked up to speakers, which you can control using any Windows machine on your LAN. This is not as nice as my Jini Jukebox pipedream, which would let you (sitting at any PC) direct any PC to play music streamed from any PC, but it does solve the problem of controlling my main workstation's tunes from my wirelessly-connected laptop.
The RemoteMP3 server was a headless Java program that wrapped the Java Media Framework, while the RemoteMP3 client was a Windows desktop application written in C#. They communicated using a custom protocol over TCP/IP sockets. For LANMP3, I decided instead to write the server as a C# program that wraps the Windows Media Player ActiveX control. The client is still a desktop C# program, but now it communicates with .NET Remoting (similar to Java RMI).
There were several problems with RemoteMP3. The worst was that JMF had problems playing many real-world MP3s that sound fine in Winamp or Windows Media Player; it would stutter or completely stop on probably one in fifteen MP3s in my collection. Furthermore, after it finished the last song in a playlist, it would make low-level pulsing static noises, as if it were looping the last second of the last song (just my guess). LANMP3 exhibits none of these issues, and as a bonus, WMP exposes a much simpler API than JMF (no surprise there).
Secondly, there was an unacceptable amount of latency between the RemoteMP3 client and server, despite the fact that I was using my own, very compact, direct TCP/IP socket protocol. The lag was on the order of *seconds*, even on a LAN, so there was definitely something screwy going on in my code. I never was able to track it down. On the other hand, .NET Remoting performs more than fast enough, and was much, much easier to work with. You have to know the particular incantations to publish an object as a remoting target, but once you do, it Just Works (well, usually).
LANMP3 binaries can be downloaded from my code page. Feedback is welcome.