I tried Spotify, Google Music, Amazon, Pandora and all of them drove me batty.
The most common problem is just bad selection. For example I picked "Daily Lift" on Spotify expecting uplifting songs. First song was about woman finding out man is cheating on her. Second song is about woman thinking of x while sleeping with new guy. Neither was remotely uplifting.
Another example, on Google Music I play Prince. Pick "related" and get rap. I have nothing against rap but it's not even remotely related to Prince except in maybe some possibbly racist way.
Pandora had the problem on playing the same songs and if you ban the songs you just end up getting different mixes of the same song.
Yet other issues is "more like this" never works. If I'm playing say a ballad and I pick "more like this" I expect more ballads but instead all the music services just give you songs by artists someone judged as popular with people who like the artist you're currently listing too so you might get dance or rock or rap or anything and not actually "more like this"
I've cancelled all of them as I didn't find them useful because of those issues.