Some consider it a hassle, others of us obsessively enjoy manually downloading and sorting our files into our folder structure.
I’ve got a collection going back to a 128k MP3 from a Napster download in 2000. Hundreds of gigabytes of lossless music.
Bandcamp is great, but I use Redacted for those I can’t easily find.
I really enjoy Event Horizon, especially with the 40K theory in mind.