You could, of course, use some of the built-in widgets for the music app, but widgets take up precious space and memory. Remoter was originally designed for the scrollable, easy-access dock of previously mentioned LauncherPro, but it works with any launcher. It's essentially a set of small apps, each of which performs some function—like play/pause or next track—so you can put them right on your home screen, launcher dock, or anywhere else you can attach shortcuts.
The app is still in development, and not yet available in the Market, but you can head over to the XDA-Developers forums and grab a copy of the app as-is right now. It works great; there are currently play/pause, next and previous track buttons, and a helpful fellow on the thread has created some icons to make them look a bit nicer.
To install it, just download the zip file to your SD card. You'll need a file manager like previously mentioned Astro to access them, and you can just install each package separately by tapping it (you'll need to make sure you have "Unknown sources" checked in Settings > Applications, though). Then, you can add them to your home screen or launcher as you would add any other app. Hit the link to check it out.
Remoter is a free download for Android devices. It only works with the default Android music player at the moment, and you'll need an account at the XDA-Developers forums to download the file. It only takes a moment and I highly recommend getting one anyways—there's a lot of great Android stuff to be found on that forum.