When I want a song, I've always just bought it. I still do. I can do basically anything with the file other than redistribute it. I can even play music while offline! I only use streaming services like Spotify and YouTube for songs I don't regularly play.
I'm very frustrated I don't have the same option for movies and TV. Sure, I can buy the physical media, but there's all sorts of legal shinanigans when it comes to ripping blurays and such. My ideal solution isn't one big streaming service that has everything. I want an "iTunes for movies".