XMMS is not included in Ubuntu 8.04 by default. However, I like it so I installed it from the source, and it works :) If you also want FLAC, go here for Sartek's nice howto.
Get the required packages to build XMMS
sudo apt-get install autotools-dev automake1.9 libtool gettext libasound2-dev libaudiofile-dev \ libgl1-mesa-dev libglib1.2-dev libgtk1.2-dev libesd0-dev libice-dev libmikmod2-dev libogg-dev \ libsm-dev libvorbis-dev libxxf86vm-dev libxml-dev libssl-dev build-essential make
Get the XMMS sources
mkdir ~/build cd ~/build wget http://xmms.org/files/1.2.x/xmms-1.2.11.tar.gz tar xvf xmms-1.2.11.tar.gz cd xmms-1.2.11/
Build and install
./configure --prefix=/usr make sudo make install
After this you can remove the downloaded sources in the build directory