Spotify likes to feed you back stuff you liked even if it's only tangentially related to what you're asking for. It also repeats the same recommendations for things like radio over and over again.
But yeah I still feel more can be done. Their new Hi-Fi package is supposed to have more options too.
Listen to a set and pull out Shazam whenever you hear something you like. It can even dump all that into a spotify playlist
For me its the only way to fly
Personally i still listen to the radio (streamed online obviously), in the UK NTS Radio (nts.live) and Rinse FM (rinse.fm) are good. Very few adverts, NTS is pretty much listener funded, not sure what Rinse do as I rarely hear ads.
The shows get archived on SoundCloud so you can ID tracks and find them on Spotify later if they were that good.