rhys
I'm in a fairly similar boat. I like to pay for music and buy any album I like on vinyl. I used to rely on the digital download codes that came with them to build my collection, but few come with download codes nowadays.
I used to mostly use bandcamp for things I wasn't getting on vinyl or that came without a download code, but it's getting harder. I'm somewhat active in my local music scene and managers tell me it's a lot of pain for not much revenue, particularly with so few people buying stuff they make available there.
So I'm back to relying on CDs again. I don't particularly mind — it's still cheap enough that it's worth it to have a lossless rip, and the clutter isn't a huge bother.
I'm certainly not going to ever go back to commercial streaming services though. Staying in control of my own stuff is always going to be my overriding priority.