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.