Generally I stream music using Qobuz because at least its more ethical than Spotify AFAIK, paying their artists better rates and not (yet) bricking their physical products (Car Thing).

I'll otherwise download music using spotdl and my old Spotify playlists, but I don't enjoy pirating myself. I mainly do this for players without internet like my MP3 player and my car's head unit that only works with iPods or mass storage.

I've been getting into records recently but this is a novelty thing for me.