All of my music at home is on my NAS, I use the Plex app at home or away. At home, I play it from the surface to my receiver. (one annoyance I've found is that you can't add music from a networked library to xbox music...something to do with window's inability to index these locations...very annoying and haven't dove back in to research it).
I installed MediaMonkey to manage tags...I don't actually play music with it, but it's excellent for editing tags, renaming files and organizing.
iTunes primarily for local music. Spotify/Beats Music for streaming.
Beats actually has a really good web UI - at work I have the Surface docked and its smaller screen acts as my music player. I go full screen in that browser window and it takes up the whole screen and can be intelligently pinched to zoom to make it the size you like and easily navigated via touch. It looks like a real app. Too bad there is no way to make it continue to play when I take it home and want to use it to stream music with the screen off!!
J Rivers Media Center v20...Been using this since v8 or 9. Much more than just a player. Great database and playlist capabilities.
Use Spotify for streaming, capture some tunes using Replay Music v7, then transfer to Media Center. Otherwise rip CDs, SACDs, etc to Media Center in FLAC or APE format(s). I can then stream to various devices using whatever format the player is capable of : mp3, FLAC, WAV, OGG, Monkey's audio(APE), either on the local network or stream using 3or 4G while on the road. Use iTunes occasionally but more for movies than music. Also have some Blurays ripped to local storage that can playback using JRMC as well.
I use Foobar2000 and an external USB DAC for my music. Only thing I dislike it that it's not very touch friendly. But the customizability is huge, I might just have to figure out how to make the buttons bigger.
Haven't tried Xbox Music yet, because it doesn't like my NAS.
I agree that Foobar2000 and J Rivers are the best music players for Windows 8.1 but to get the most out of it on the surface pro 3 you MUST use an external dac that has an ASIO driver. The built-in DAC is pretty limited and not clean as is the Windows audio infrastructure without bypassing via an ASIO or WASAPI driver. I use a GeekOut 1000 DAC. The combo of Foobar2000 and GeekOut with decent quality headphones/in-ear monitors is awesome!