If you want alsa player, then do this
sudo apt-get install alsaplayer
And 15 seconds later you have alsa player installed.
However, we do not want to include this as standard because it is NOT hardware accelerated, and will not perform well on earlier Pi models (and indeed the latest ones for certain files).
A HW accelerated GUI app is, as I said above, planned. It will simply be a GUI over OMXPLayer, which IS HW accelerated and is installed as standard as a command line app.
Some information on using omxplayer is linked from here.