Winamp "Crossfade" (No Plugins Required)
[Crossfade overlays ending and beginning of the tracks with fade out/in]

1.)
Open (Menu)View -> Equalizer (Alt+G)
2.)
Press "Toggle Crossfading Between Tracks" in Equalizer
Increase "Crossfade Time" to 9
3.)
Open (Menu)Options -> Preferences... (Ctrl+P)
4.)
Goto Plug-ins -> Output
Select "Nullsoft DirectSound Output" [out_ds.dll]
Click "Configure"
5.)
Select "Buffering" Tab
Increase "Buffer Length" to about ~ 9-10000 ms
6.)
Select "Fading" Tab
Enable Fade on "on start", "on first start" and "on end of song"
Set "Use custom fade time" to 6000 ms on "on start" and "on first start"
Set "Use custom fade time" to 9000 ms on "on end of song"
7.)
Apply
Additional "Cutoff" (No Plugins Required)
[Improves the effect of the crossfade overlay fadeout settings]

1.) Open (Menu)Options -> Preferences... (Ctrl+P)
2.)
Goto Plug-ins -> Output
Select "Nullsoft DirectSound Output" [out_ds.dll]
Click "Configure"
3.)
Select "Other" Tab
Check "Remove slice at the beginning / end of track"
Set "Cutoff" to about ~ -70.0 dB
4.)
Apply
Optional "Equalizer" (No Plugins Required)
[Improves the sound quality (May select another EQ)]

1.)
Open (Menu)Options -> Equalizer -> Load Preset -> Preset...
Select "Dance"
Press "Load"
2.)
Toggle On (Menu)Options -> Equalizer -> EQ Enabled