It's still Mplayer, but i just wanted to give a shout out to UMplayer. I just tried it for the first time, and it is exactly what i have been looking for. I have tried Gnome-mplayer, and SMplayer and they don't know how to retain window settings which is incredibly annoying. (I'm using Mate at the moment, but i'll add that i've used KMplayer before in KDE and it was pretty nice.)

Thank you UMplayer, it has finally given me exactly what i wanted within Mate.