I use both Spotify and iTunes and recommend them highly. But you will need VPN for certain areas, not much of a workaround for that I am afraid.
I also use Google Music for streaming my own music collection. Google lets you add 20,000 of your own tracks which you can then stream anywhere. Will take a little bit of time to set up, but totally worth it if you have a collection that is less than 20,000 tracks. Google Music in conjunction with Chromecast Audio will let you set a higher bit rate so the quality (technically) can be better.
Another option is to host your own server in the cloud, it is as simple as using an external HDD/cloud device, but also a bit tricky as you will need to setup and configure your router, assign an IP address, etc.