If you're looking for a little DIY project and are totally enamored with the potential for Alexa device capabilities, you should check out the PlexMusicPlayer project. The project is available on GitHub and made available by Bjorn Vuylsteker, a student at Ghent University.
Plex Server is a hugely popular piece of software for collecting and streaming home entertainment including movies, TV shows, books, music and others. In its initial stages with room for improvement, the PlexMusicPlayer project connects Alexa to the Plex Server and streams your personal music. Though the project needs some work, its a great example of how to extend Alexa to other devices and services and also how to develop your own Alexa skill.
Take a look and have fun!