It's not easy, fast, or free, but it is worth it. I currently still have a Spotify account, but I'm weaning myself off. I've been going the Bandcamp + jellyfin route. Buy an album a month (about the price of monthly streaming) and add it to my personal library. Next month, check what I've been listening to most on Spotify and buy that. It's twice as expensive (for now) but I'm supporting artists more directly and have an exit strategy for Spotify. Curious about other's approaches!

So there you have it; you don't need to worry about security seeing all your bits and pieces - just whatever you've forgotten to take out of your pockets.

Clearly not written by someone who knows any trans people.