I'd be very concerned about Spotify, which is losing money. Although they have massive revenue, they end up immediately paying nearly all of it to record labels. http://hypedsound.com/news/details/SPOTIFY-FINANCIALS-DEEMED... - Link includes a talk by Dalton Caldwell about why anyone doing what Spotify does is basically doomed.

And content portability is definitely a problem with Amazon. Instant Video and Kindle both use DRM, so an export service would likely be illegal, and certainly nontrivial. Amazon could suddenly deny you access to your “purchases”: http://blogs.computerworlduk.com/simon-says/2012/10/rights-y...

The other services don't seem as risky in terms of data loss, although Facebook could suddenly make your photos more public than you set them to be; they've taken many similar steps before.