Random Music Playback [WinAmp && Cubed]
I used to have this problem a lot on my Droid.  I believe it has something to do with the headphones and how some music apps react to you plugging them in/out.

My solution?  I use tasker to make two profiles:

Not Headset Plugged


Music Stop
Media Volume 0


Headset Plugged


Music Stop 
Media Volume 5


The volume isn't necessary (just so I don't blare loud music into my ears when I put in my ear buds OR sets it 0 if I unplug my headphones and it somehow is still playing).  So in other words every time I plug in or out my headphones, it stops all music.  Since I've done this, I've had no more problems.