I decided to try a cool audio player I found called Exaile. It's similar to Listen, Banshee, Quodlibet, and others. And I love it. The only problem is that I can't play shoutcast radio streams. I get no error, but it doesn't play either. The player is Gstreamer based and I installed all required dependencies. I can listen to my local files without problem too...
I tested it in Ubuntu Dapper live cd and it works there. In Arch I use Xfce in case that matters.
If anyone want to try it the only dependency not in Arch's repo is PIL, a python module. Any hint is welcome.
I found the problem. The plugin gstreamer0.10-neon is needed to stream shoutcast radio. That plugin I think belongs to the gstreamer-bad plugins, but for some reason it's not included in the package and you have to install it as an independent one.
Now everything works great. I recommend this player to anyone who wants to try it.