I've tried both and have stuck with Rdio. The social aspect is superior. I love being able to see playlists and recommendations from random people beyond my Facebook friends. Spotify's desktop app is definitely faster, though I find Rdio to be better designed.
But there is a BIG difference here if we're talking about the free services of both. Spotify is always free, and rdio is only free for 6 months. Yes it's probably a good thing to pay for a service that you like (I do), but some people don't, and that's going to be where they prefer Spotify.
