How about setting up a firewall rule so that Spotify can only talk to Spotify's servers? Here's a post from Reddit: http://www.reddit.com/r/spotify/comments/jdhj6/is_there_a_wa...
For the premium users, I do wonder if any of the open source spotify clients would alleviate this?
My concern woud be: Am I violating TOS when i don't share bandwidth?
I wouldn't worry about it. If it bothers you, adjust your firewall to allow a few bytes through an hour and still be able to sleep at night.