Quick note for anyone going this route: take note of when Bandcamp Fridays happen and buy your music then. They waive their cut and much more of your payment goes directly to the artists! I take those days to go through my follow list and buy any new albums that have come out since the previous Friday.

I put them on my Plex server and use Plexamp to stream them. Jellyfin has Finamp that I hear is also good.