Haven't tried Finamp. I did try Jellyamp but it was abandoned and is missing many features.

There's a lot of unique features in Plexamp that I haven't seen in other media players.

Probably the most unique is that it does AI analysis of your music (directly on your Plex server, not "in the cloud") and uses this data for things like suggesting songs that "sound similar" to the one you're listening to.

It's got an auto DJ setting that automatically inserts other songs between songs in your playlist, based on some criteria - there's a few options. It can use the AI analysis data for this.

It has dynamic fades between songs based on volume - if a song is quiet at the end, the fade in to the next song will start sooner. When playing an album in order, it automatically disables the fades and instead uses gapless playback.

It lets you download playlists for listening offline. New songs you add to the playlist will be automatically downloaded.

They also recently made the basic features free for everyone - previously you could only use Plexamp if you had a Plex Pass.

All in all, it's a really solid media player, available for most platforms (Windows, MacOS, Linux, Android and iOS)