I tend not to sail the Sea’s very often. I generally prefer to buy the albums or borrow them from my friends or the local library, rip them to Flac and then stream them to my phone using either Jellyfin or Navidrome. When I just want a radio station, I’ll open up Spotify. Many years ago, I had a collection of online radio stations I’d listen to, but over time they either closed their public streams and required an dedicated app or died off completely.
On your data bandwidth issue, both Jellyfin and Navidrome support on demand transcoding and can stream any bitrate you might want. There are options for it both in the web app and in most of the phone clients I’ve run across. I generally have my phone apps set to 96k MP3 as I can’t really hear a difference most of the time, at least not with the headphones I have in combo with the background noise that is generally around me and my preexisting hearing damage. Most folks can’t tell a difference between CD’s and a 128k mp3.
As for torrenting, I can say that you will probably want a paid VPN running AND active any time your torrent software is running. Beyond that I would recommend you check out !piracy@lemmy.dbzer0.com for more information.
Until about a year ago, I was just using Jellyfin for all of my media. For music I was using the phone app FinAmp.
I set up Navidrome when I ran into a bug that made music playback unreliable. Jellyfin fixed the bug and it’s back to being rock solid, but I still mostly use Navidrome for music.
Honestly I think the only reason why I stuck with Navidrome is that it has better playlist support. Building playlists still sucks but it sucks a little less in Navidrom as it can actually import playlists made elsewhere. Other than that, Navidrome has a better web interface for music.