These are the most popular ways to connect. With the most popular being Spotify, but that’s not always the best option for people. Plus it requires you to have a phone on you, phones are heavy-ish. There is one exception to that, if you use a Mighty player.
As for headphones, you can use the regular wired or a Bluetooth option. Bluetooth is going to be much better for workouts, just avoiding the wires is a lifesaver. But, there are a lot of cheapo brands out there to stay away from.
Let’s look at the ways to get the music onto your devices.