Another free Android alternative is
jetAudio Basic (Plus is $4). It resumes multiple files (but not if they're in the same folder) and has speed control in 10% increments from 50% to 150%, plus 170% and 200%. (The speed control setting is hard to find, as it only appears under the menu when you're in list view.)
It's also a fine music player, which could be expected from the folks who make the Cowon MP3 players.