Most popular music players has support for plugins and extensions, so you could probably find a .ogg/ogg vorbis plug to make your music player support the format. So you don't have to use a new program just to listen to .ogg files. If you do want another program to play strange audio formats I recommend XMplay, it's small, does not need an installation/uninstallation and is super fast at starting.
http://www.un4seen.com/xmplay.html
If you want to convert to mp3, ogg or other formats here you'll find good tools
http://rarewares.org/index.php