Yes, I still keep a huge library of MP3/FLAC for music, and play it through my PC which has a full 5.1 stereo setup, or with Jellyfin if I want it in the living room on the home theater setup. I had Spotify and Slacker subs many years ago but ran into too many situations where I couldn't use them and gave up on streaming music.

I use yt-dlp or Lidarr to acquire new stuff these days if the artist doesn't have a direct sale method (if they do, I buy it there). And I don't feel an ounce of guilt. Part of this is because most of the music I listen to is really old, but the other part is because the artists receive almost nothing when you buy their music from the labels. I'm talking a few pennies on a $15 purchase. Go to a single one of their concerts and they'll receive far more of your money than they ever would if you bought their entire discography.

I considered a Sonos system years ago but added them to my mental blacklist when they started bricking people's equipment remotely.