Something I did a few years ago was buy a thing on eBay of 300 random CDs for like $10.
Most of the CDs were unsurprisingly stuff that was pretty common, but I would occasionally find a few artists that I had never heard of that I ended up really liking, like "Hoss" by Lagwagon.
I haven't done this in awhile, but I might do it again soonish. It was fun digging through all the CDs to find stuff I ended up actually liking.
Found a favorite band through a similar technique: pile of CDs given from a friend who worked at a music store and no one wanted them.
You have to be willing to sift through junk. Which I think is hard for many to accept. However, the algorithms are often giving you junk anyway. Kind of no way around it.