Spotify is a surveillance business. Even if you try to use Spotify via a VPN, pay anonymously, etc, they are still gaining a massive amount of info about your device and movements.
Most private and reliable way is to curate your own offline music collection.
Bandcamp offers streaming and mp3 downloads, and allows you to pay the artists you love fairly for your consumption of the music.
Consider trying radio (good apps: Antennapod, Transistor) or collecting physical media to mix things up and gain an appreciation for the Old School Way.
Streaming algorithmic playlists is probably the worst, most joyless way of consuming music IMO. You won't realize it until you try switching - try divesting from it for 6 months, you won't want to go back.