What's your choice and why? Let's discuss!
My impression of Spotify when I tried it about a year ago is that its design is centered around making it easy and comfortable for iTunes users to make the switch. Like iTunes, Spotify is an app. It transfers your iTunes music collection and your playlists. Personally, I found the Spotify UI ugly, cluttered and uninspired. Rdio, in comparison, makes no attempt to appease users coming from iTunes. Instead, it attempts to create the ideal listening experience based on the assumption of unlimited access to a large universe of music. Without any pixels wasted on iTunes converts, Rdio's desktop UI is cleaner and more focused. It's also browser/Flash based, which some might find off-putting (but which i actually don't mind).