Just to add to the discussion, WMA Lossless is fine but has some inherent risks IMO. Remember, it is a "Windows" thing. And yes a lot of players support WMA, but not "lossless" WMA.
FLAC is open source, free from any form of Microsoft future control, and much more robust.
Also, if you're primary concern is portability, car audio, garage etc etc, then go with what makes you comfortable. But if you are thinking critical listening and future proofing, FLAC is the only way to go. It can always be converted to any other format and you still have the original exact audio file. WMA is just too risky, some day the evil empire might just make all the rules!
