Even if you buy a dedicated music server, it is usually NOT a simple one-box solution and you will still need to hook it up to the internet to get downloads of metadata on the albums and tracks you download onto the server. That means a switch and router, plus most will require a controller (can be your phone or iPad with suitable apps), perhaps a separate NAS, perhaps something to rip CDs and it is usually handy to have a PC or laptop (to configure the system, troubleshoot, edit metadata, etc).
But, once you are set up, the convenience and accessibility of your music collection makes a server well worthwhile to have. This becomes more and more important as your collection grows in size. I am just guessing, but, I think I would not want to be without a server if I had 1500 CDs or more (I have ripped more than 4,500).