My search begins again...
Re-organising my requirements
1) Supports A2DP
2) Supports AVRCP
3) Supports ASX playlists
4) Supports unicode
5) Supports WMA and WMV
6) Supports UTF8 encoded ASX playlist (saving and also loading)
7) Does not consume memory as much as WMP
Based on the first 6 requirements, it seems that WMP is the only software theat meets the requirements so far. Not that I am picky, but I already have many songs/playlist files that are already in the specific format that is not supported by almost all media players I have tested so far. It would be insane to re-organise my whole music library.

List of software tested before and do not meet my requirements:
1) TCPMP
2) CorePlayer
3) PocketMusic
4) GSPlayer
5) Sompy Media Player
6) MortPlayer
7) mPlayer
8) WithMP3
9) WinamPAQ
CorePlayer (and also TCPMP):
- Does not support unicode. Definitely does not support UTF8 encoded ASX
PocketMusic:
- Supports saving/loading of unicode playlist in M3U format only if Regional Settings is set accordingly, e.g. Chinese.
Alot of other players:
- Either don't support ASX or horrible/negligible support for unicode.
Can someone prove me wrong?