I've got the newest version from winamp's site
http://winamp.com/player/free.php
I got the bundle which included that sh*tty hawthorn heights song that I then quickly deleted.
yes it comes with a bunch of crap like that (relating to emusic and aol) but you can uncheck them when you're installing. the worse thing that could happen is it just leaves some shortcuts around on your computer. like on the desktop, maybe in the start menu, and possibly, but I doubt, in your browser favorites.
in anycase, it won't install any other programs on your computer besides winamp, and there's no adware, spyware, trojans or anything else bad in it. the short cuts open up as a link in your browser and take you the aol or emusic site. so there's no files from them on you computer.
also, a little trick when you're in winamp, slowly type NULLSOFT (hitting escape after each L) for an easter egg