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You can also put your music on a memory card and use your cell phone, without needing two devices with you. Better yet, you can have your library at home and access it via ftp/WebDAV/thousands of others ways
But an iPod would be easier to use than setting up a server to host music. I agree with the first part though. I daily an LG V30 as my DAP because, for me, audio quality takes precedence.
Even within those services you could also just have an actual library that functions the same way as an iPod. You can create playlists or just play your entire library if that's what you want. There is no need to interact with any algorithm in order to use these services.