At least for all them youngins, we all use soundcloud of bandcamp for the most part. Depedent on data? Yes, but with that you get live updates of new songs or reposts from your favorite artists.
I know this is the case for many people but I'm not a big fan of streaming media to my phone. It's expensive, unnecessary (for my use case) and too unreliable to my liking. I sometimes do it but I just don't rely on it.
It might be a YMMV thing. For a lot of edm, soundcloud+bandcamp is more than enough. It's reliable enough for people with good bandwidth (I am lucky enough to be in that group), not to mention the collection is endless and well beyond anything I could fit on my phone...and it's fresher, as in when my favorite DJ/producer has a new song, I see it immediately, like it, comment to tell him/her directly, and so forth. This works well for EDM which doesn't quite follow the traditional "let's sit in a room and write 8 songs and release an album over a couple of months to years" production model. For EDM, where the rate of production is much quicker, streaming + the community makes a large part of the experience, so much so that without those social aspects, you're almost missing out.
Moreover, as many have noticed here, there are only so many minutes in a day, so the actually amount of data you'll download is limited anyway, and the fact that its SC gives you the variety, so I find myself missing very little.
However, for genres where the SC model doesn't work (or at least it isn't present), this doesn't help. When I want to listen to doom metal or psychedelic music, I'm left out and having to resort to what you do. And since I hate poor quality recordings and use flac when I can, my phone runs out of space quickly when I resort to carrying around a music collection.