When I know what I want to hear, increasingly I go to Rdio. It's the perfect blend of the no-frills iTunes and the busy, scatterbrain Spotify. Clean, intuitive interface, but with just enough features to suit your mood and provide a halfway decent discovery experience. Unlike Spotify, it's easy to make sense of Rdio.
Some Spotify users express concern over switching because there's so much work involved in putting together the Spotify experience. They fear it will all go to waste -- playlists lost and such -- if they make the move to Rdio. While I have not tried it, a Web site exists -- re/spin -- that imports Spotify and Last.FM playlists into Rdio automatically.