Re: Anyone know if it supports caching?
No, no need for a separate device, I have a 32GB SD card in my One M8, I find it can hold way more songs than I ever actually need it to. I have an aversion to the idea of renting music that doesn't bother me so much with films and Netflix. Firstly due to me being far less likely to want to stream films when I'm not within range of wifi, and secondly being the wrong side of 40 I've always bought music on physical formats. I have CD's I bought over 20 years ago that I still love. Renting music somehow makes it feel disposable to me.
And you know the thing about all those CD's I buy...? They're all still sat there on my shelf even without paying an ongoing subscription to anyone! And I don't need any particular setup to listen to them - I can play them in my car, other people's cars, other people's houses etc, with no fuss. They're often cheaper to buy than the equivalent download (especially 2nd hand), and when I'm at home with access to proper speakers, they sound infinitely better than MP3/AAC.