I use option 4 (DLNA) quite beautifully for streaming both music AND video to my phone/tablet/PS3 and tablet within wi-fi range in my house.
My setup is: PC MediaTomb running on Ubuntu-linux (If you run Windows, I'm sure there are alternatives)
Tablet / Phone: uPNPuPNPlay (free on Google Play) linked to your favorite media player
Pros:
- All media sits on one machine
- All my devices (phone, tablet PS3*) can stream media from that location
- Secure over encrypted network
- No bandwidth issues
Cons:
- My PC has to be on 24/7.
*PS3 only recognises some divX codecs