The other choices are to buy albums from record stores, or acquire digital music from the High Seas.
iTunes and Apple Music is still one of the lowest-friction ways to purchase music; while downloaded Apple Music has DRM, iTunes Purchases don’t.
I have a playlist in iTunes of Apple Music that I want to buy. When I do have some disposable money, I purchase it. I then make sure it is downloaded to a computer so it is backed up in case that record label has a dispute with Apple. Burning to CD is a waste of plastic.