If your computers aren't that far away from each other, why not just buy an FM transmitter and use the stereos in your house? That's the easiest way to get stuff like Winamp, etc. to play throughout the whole house.
Or I guess if you REALLY wanted to you could set up a webradio server through one computer and use the others to connect to it -- that way each computer would get the same sound as the server. Use the same graphics plug-in for whatever software you have and you'll have "close enough" visuals.
As far as I know, short of saving the same playlist on all the LAN computers and just running them individually, there's not much else you can do.