Install XMMS on Ubuntu

First Step:
We need to download the required packages to compile 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

Depending on your internet connection and your machine this may take some minutes.

Second Step:
Prepare the XMMS for compiling
Create a directory in your HOME directory:
# mkdir ~/build
Change the working directory to it:
# cd ~/build
Download XMMS sources:
# wget http://xmms.org/files/1.2.x/xmms-1.2.11.tar.gz
Unpack it:
# tar xvf xmms-1.2.11.tar.gz
Change the working directory to the source directory:
# cd xmms-1.2.11/
Third Step:
Compiling it:
This generates the necessary files, and checks your system:
# ./configure --prefix=/usr
The actually compiling
# make
Fourth Step:
Install it:
# sudo make install
After install we no longer need the source directory:
# cd
# rm -rf ~/build

That's it, now we can run XMMS: press ALT+F2 write xmms there and hit enter and enjoy your music.

NOTE: many people say that XMMS is old, buggy,no UTF-8 support, etc. Yes maybe all is true, but it's an audio player not a media library organizer, so it plays music and you listen, that's all and it does that job.

UPDATE:
Flac Plugin

We need to get the build dependencies
# sudo apt-get build-dep flac

You already know what's this ;)
# mkdir ~/build
# cd ~/build

Get flac's sources
# apt-get source flac

Another well known step:)
# cd flac-1.2.1
# ./configure
# make

It's enough to copy the plugin, not to install the whole flac stuff, this is good if will be flac update, note, an update wont break the plugin.
# cp src/plugin_xmms/.libs/libxmms-flac.so ~/.xmms/Plugins
# cd
# rm -rf ~/build