I only left Spotify for Youtube Red/Google Music. It was not an easy decision because they have the best music selection and discover imo. They should acquire pandora and then I think they could dominate this space.
Also, some of the songs that I've saved over the past few years have been removed from Spotify's library - just yesterday I noticed that The Safety Dance is greyed out in my client. (Others include I Walk the Line, Save Tonight and Ambarsariya)
That said, I'm a Spotify lifer. I can't see myself leaving and as for the selection, I live in eternal hope that they'll improve it with time.
I once complained to Sufjan Stevens' label about his albums missing in Spotify. They basically told me the deal with their distributor in Europe expired and they didn't look for a new one yet. "woops". It took them many months to get the tracks back.