For the last few months I've been using SoundCloud (Still paying for Spotify for every now and then or when a friend requests a song) for mashups (which are nowhere to be found on Spotify) but the SoundCloud iPhone is shit. It looks nice but whenever iOS knocks it out of memory it forgets where you were were and takes you back to the home screen (Which for long mashups sucks a lot). Furthermore it seems WAY more finicky with network connections than Spotify was. I have to turn off Wifi when I get in my car (from home -> work and from work -> home) because if I don't then SC will try to load over Wifi and I drive out of range almost immediately. Then I have to kill the app and re-launch (and re-navigate to where I was) before it will use my LTE connection. Also the mobile app doesn't scrobble to last.fm (neither does the website but I have chrome extentions for that).
I decided, literally a couple hours ago, that I was sick of this and decided to go back to maintaining my own music collection. I've got to do some research on how best to do this (Subsonic or similar on my home server and an iPhone/OS X that let's me stream+cache and scrobble to last.fm) but I believe it will all pay off in the end. I've found that all of these services (Netflix/Hulu/Spotify/Rdio/etc) are great for getting started but that all comes at a cost and it WILL bite you in the ass one day.