I have made some updates to the Yahoo! Media Player greasemonkey script at http://userscripts.org/scripts/show/20533, which was originally at http://hotrodscott.wordpress.com/2008/01/17/greasemonkey-yahoo-player/. I could just post these as a new script, but I'd prefer for there to be one canonical greasemonkey script, so that users don't get confused about which one to use.
Excluded Gmail because testing showed that not excluding it caused the page to never load.
Removed check for .mp3 extensions before including the player because it would miss items with supported types in the a[@type] attribute, and because it would miss the many other potential extensions for types like mp2, wma, ogg, and flac. That list is constantly changing as players and file types are added. That amount of complexity should only be maintained in one place, and it might as well be the player.
Excluded Yahoo! Music sites because (as of this writing) they use an early version of the player which clashes with the production version. When they are updated those exclusions can be removed.
Created version for the unstable bleeding edge developer build at http://mediaplayer.yahoo.com/latest .
Greasemonkey script for Yahoo! Media Player
Greasemonkey script for bleeding edge developer version of Yahoo! Media Player