iTunes still has a store where most music is DRM free, and available in a lot of countries (as opposed to Amazon MP3, which is only available in a few). If you have a Mac it's fairly easy to right-click a purchased, downloaded song in Music.app and click "open in finder", so you can copy it (or the entire album) to some self-hosted music server/app.

There are sites like bandcamp, boomkat, beatport, bleep, 7digital, but they all have smaller collections, so may not have what you're looking for.

There's also budget options of questionable legality hosted in countries with a more flexible approach to music licensing, like e.g. mp3va.com.