Personally, I’d use Bandcamp. It’s mostly indie artists, but there’s a lot of good stuff on there. However, you can only play a song so many times per month before you need to buy it, but once you do that you own that song and can download it as an MP3 or FLAC. I also still use CDs.

Then there are the streaming options:

• MusicPiped is an alternative frontend to YouTube Music.
• Nuclear is a desktop app which pulls music from YouTube, Bandcamp, Apple Music and others.
• Olivia is a better desktop app, which does sort of the same thing
• SpoTube is another option, but I haven’t tested it. However, it can access your Spotify playlists.

There’s a federated music app:

https://medium.com/we-distribute/funkwhale-an-open-source-grooveshark-alternative-begins-activitypub-implementation-cbc10a412b20

I too would like to know.