[Dwedit]

For Windows, I find "Soundfont Midi Player" https://falcosoft.hu/softwares.html#midiplayer to be the best choice. It uses a Bassmidi based player with a provided soundfont, and MIDI files sound great on it.

It even loads tracker music, converting it to MIDI and Soundfont files. It also supports MIDI files which use unconventional instruments, as long as there is a soundfont file in the directory to pick. Useful for GBA music rips.

I have not tested it on Wine.

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Alternatively, download the SF2 file from that page, and configure VLC Media Player to use that SF2 file. The setting may be hidden unless you enter advanced mode for configuration.

[theogravity]

Soundfont Midi Player works with wine, thanks so much!

There's also apparently a Wingroove SF that people have made too. This is awesome.