Is it possible to stream my desktop PC's audio to my Lumia 930 via WiFi, like a WiFi Headphone or something?
It seems to me that there is no built-in service or (good) app currently out there!
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Unfortunately it's currently not possible to use your phone as a simple playing device using wifi or Bluetooth.
Here are a two things you can try:
I realize this is not as comfortable as it could be so you should consider voting for this feature on the Windows Phone UserVoice site.