One of the first things I setup long ago when I first switched to Ubuntu was a streaming media server. I decided early on to just dive in and see what I could do.
Read it at Ubuntu Tutorials
At this point (years later) I have a dedicated media server running on my fiber connection to offer me access to my music collection from any available internet connection! Its beautiful! All youll need to set this up is an Ubuntu machine (desktop, server, laptopanything you can store media on) and an internet connection. It can also simply be used on a local network to share music with other users or between computers in your network or home.