You may want to do some research on Gigastudio first... I believe it's been discontinued and there isn't any support for it anymore.

I use Kontakt 5 with my various NI libraries and I'm happy with it.

I'm pretty sure that you wouldn't have any problems with Cubase, but check the Kontakt site first, just to make sure they support your platform.

Usually when you buy a sound library, it comes with the free player which is often a vsti plugin that will work with cubase or other DAW (don't know max-msp)

all?
no.
sound libraries can be dozens of formats for dozens of samplers.
i like to keep it simple and only use sample libraries in wav format.
generally speaking, the daw im using, each channel *is* a sampler, which is cool,& but ymmv.
secondly, if you have something like the chicken systems converter, none of that matters. you can convert from akai format to giga to nki to...

the world is your oyster

I use Kontakt because the libraries I have - mostly NI stuff - were coded for that player.
I have B4, Colossus, Garritan Personal Orchestra, Garritan Big Band, and a few others that work best with Kontakt. I also like that Kontakt stays current with updates.

But, there are other sample players out there; for example, I'm pretty sure that Alchemy can load sfz and wav files from any source.

I'm not entirely positive, but I think that Camel Audio is giving away a sample library of your choice right now, if you buy the Alchemy player. I have it, rarely use it, but I have engineer friends who swear by it when working with their clients who are into that analog synth sound.

FWIW

Ok I went back to the original question : I have Cubase Le Al Elements 6 and also use Max-Msp. Is it possible to read sound libraries with one of these two softwares? The answer is no, sound libraries need players to be used with a DAW. The exception would be Loops. Some sound libraries include loops which are wave files you can import directly in any DAW, althought not all DAW can extract and adjust tempos of loops directly.

Kontakt comes to mind most of the time because it's one of the mostly used in the industry. (not only for native sound libraries but many others)
Here's a link with a list of compatible sound libraries (97 independent libraries, impressive!!)
http://co.native-instruments.com/index.php?id=kontaktplayer2&cat=&format=&p=1

My personal opinion is that you really can't go wrong with using Kontakt as the foundation player/shell for sample libraries.

Short of SFZ, or something similar like Alchemy that plays back wav files - and you really can't compare the two - I can't think of any other player that will work with that number of third party sample libraries... I guess it's possible that there is another program out there that will, but off the top of my head, nothing comes to mind.

cubase doesnt have a native sampler/slicer/loop player?
that sucks.
what sort of libraries are you looking for?
drums? maybe addictive drums for live drums or ugo's ironhead for electronic drums instead? both are very excellent.
synth sounds? maybe you really want sylenth1? i hear its awesome.