As much as I dislike proprietary formats, I think you're shooting yourself in the foot by not using WMP in this case. Why spend $6K on a music player and then use lossy compression or waste space and time with the inconvience of WAV.
For the longest time, I wouldn't use Apple lossless for reasons of principal (and wanting to avoid "lock in"), but then I got over it (especially when I found that iTunes could convert Apple lossless to AIFF) ... Since you can find tools that convert from WMP to WAV (hence, your music is not entirely locked into microsoft), why bother with WAV?
I've spent the last few days burning about 100 of my most very favorite CDs in WMA in preparation for my BS5 delivery (hopefully next week). I found this easier than Apple lossless to AIFF to WMA. The remaining couple 100 CDs are encoded at 256-ish mp3 which I will re-rip if I find that their sound quality bothers me. I do have some LPs saved a AIFF or Apple lossless that I'm going to have to figure out how to convert, but luckily, no more than 20...
Stan