I'm a former Spotify user. Rdio is better. The thing I disliked about Spotify was there wasn't a way to save an album or song to a collection or library. You could only create a playlist which lived in the left pane. So if you had 1 artist you liked you might have 5 different playlists for 5 different albums. Do this for a few artists and it quickly turns into an innavigable nightmare.
Also, it doesn't have a web interface.