I took my Echo Dot and plugged it into my stereo and used My Media for Alexa to play my local music on my stereo.
But I wanted to put my Echo back on my desk and have something else play the music and just use the Echo to control it.
I had a Chromecast Audio and a Plex server.
So I decided to have some fun.
I installed the Plex skill for Alexa and linked it to my account. I then launched Plex Web, and connected to my Chromecast Audio and was able to use voice command to play music on my stereo from Plex Web using the Chromecast Audio. As long as I leave Chrome running with Plex Web on it, I'm able to play any album, artist or song I want. I didn't try genres yet.
Color me impressed....