For Windows I use MediaMonkey. I have a bigger MP3 collections (also FLAC) and need a program for managing that. I also like that it is highly customizable. You can also play videos, but for that I use a VCL based player.

 
For Linux I use Clementine Music Player. Meanwhile it's also available for Windows.

 

I don't know a program for music and videos. Is there any? And no, the VCL Player is not made for music.