Any and every Apple watch can play music without an iPhone. How? You just have to follow some fairly simple steps to get there and voila!
To start with, the music that you want to play on your Apple watch needs to be in Apple's Music App in your iPhone. The songs added Apple Music, purchased from iTunes or the ones you have added from some other source will do as long as those are in the iPhone Music App. Music from any third party services like Spotify and Tidal will not sync with your Apple watch.
Apple watch has a limit of storing 250 songs or 2GB of music, which you can change in the Watch App on your iPhone under 'Music → Storage Limit'. This Watch App is also the place where you will decide which music to be synced in your watch. Do remember that you can only sync one playlist at a time, so first and foremost you have to create a new playlist of music that you want to sync with your watch. Otherwise you can go to the Watch app on iPhone and find Music → Synced Music to select a playlist.
One easy way is to create a playlist called 'Apple Watch' and add music to it specifically for syncing to Apple Watch. This is a workaround for the limitation of only being able to sync a single playlist and not multiple albums or playlists.
Another thing to note is that, Apple Watch can't stream music over the Internet like iPhones so the music needs to be downloaded and synced like back in the iPod days.
So, to create a new playlist from the Music app on iPhone, you have to follow these steps:
Go to Library → Playlist → New Playlist ... where you can give your playlist a name like 'Apple Watch' followed by an optional description, artwork, and public or private status. From here you can tap Add Music to pick songs and albums to add to your playlist. You can even pull from multiple existing playlists (just keep the song count or storage amount in mind). You can also add music to your playlist after you create it from your library when browsing songs, albums, and artists.
Once your playlist is set, head back to the Watch app on iPhone and find Music → Synced Music to select your new playlist. You can update your playlist from your iPhone at any time to change your selection too.
Here, you have to keep one thing in mind, music won't sync from iPhone to Apple Watch instantly. In order to do that Apple Watch will need Wi-Fi and it will consume a hell lot of charge, so better you put the watch on charging while doing the syncing. Now your selected playlist will be downloaded to your iPhone (automatically after being selected) before it can sync the downloaded music to Apple Watch.
Now if you are too lazy to go through these steps of creating your own playlist and any preset playlist will serve your purpose, then you can optionally subscribe to playlists that have already been curated, provided you are an Apple Music member. For example, Nike has a really cool selection of playlists for runners that updates periodically, and Apple Music's New Music Mix and For You Mix can be synced (one at a time) to Apple Watch and update weekly.
Now, once the music is synced the only thing left to do is to find a way to play it. Apple watch do has a speaker for alerts and calls but Apple doesn't allow users to play music from it. So, what you need is a pair of wireless headphones over Bluetooth for music playback.
Some suggestions for the headphones: Apple's Airpods work great, Beats Powerbeats3 is amazing and you can also try the upcoming BeatsX earphones, which have the same W1 chip that makes pairing instant.
However, any Bluetooth headphone will work. While, the AirPods and other W1 earphones are most likely to get paired with Apple Watch automatically after being paired with iPhone, the other ones need to be manually paired the first time.
Once the Bluetooth headsets reach the pairing mode, click the Digital Crown on Apple Watch to find the app launcher and then swipe around to the Settings icon that looks like a gear. Go to Settings → Bluetooth → Devices to find your headphones. Tap the headphones label to prompt pairing. From there, you can swipe up from the watch face to find the AirPlay icon at the bottom of Control Center where you can select your headphones.
After launching Music on Apple Watch, swipe down to reveal the source toggle that lets you choose to play music from Apple Watch rather than iPhone. Once you make a selection, Apple Watch will prompt you to select an audio source if you haven't already.
From here you can use a fitness app like the Workouts app or Nike+ Run Club to track a workout while playing music directly from Apple Watch without having to strap an iPhone to your arm. Mapping outdoor runs from Apple Watch Series 2, while listening to synced music over AirPods is a far better experience for than running with an iPhone in hand or in an arm band, right?
Most likely the whole process of playing music via Apple Watch without an iPhone will be easier in future but for now, creating a dedicated playlist is the best option you can go for.