if you're up for self-hosting, I generally buy music from Bandcamp or Qobuz. It sits on my home server running Navidrome, and connected to my tailnet. I stream to my phone, tablet, etc. on the go using Tailscale and a subsonic client.

it was about a weekends worth of setup to get in a good spot. couple years ago I'd have said consider setting up your local music library in Plex, get a plex pass, then use Plexamp. But with the pricing changes it's nowhere near really worth using unless you already have a plex lifetime pass.