I use the itunes library usually. I like owning the files so I can physically sync them to my phone and ipod. None of this cloud stuff; it gets really messy and gives you no real control over your library to someone like me who enjoys nitpicking sorting songs and moving stuff on and off my devices regularly. Getting music is more of a chore than ever though, so I usually wait awhile before buying a bunch of stuff at once. I use spotify to stream stuff closer to when I plan on buying stuff on itunes or bandcamp so I have a better idea of what I'm gonna be getting (I've waited too long this time, though, and have like 300-some songs to sift through). It's a complicated ritual, but I'm poor and music is expensive, and my ipod can't stream anything so I need to choose my music downloads wisely.
Spotify is fine, also. Outside of my dumb music buying preparation practices, I do occasionally just use it for casual listening and have discovered a handful of artists through its recommendations. I don't feel obligated to go premium, but as a free service, I am content with it. Unless it's an album or a concept playlist that I've carefully ordered, I do prefer my playlists on shuffle and the commercials don't annoy me most of the time, so for my needs, it's fine for when I do occasionally use it to stream. But I don't think I could fully transition to streaming music, especially because Spotify is missing so many of the artists I listen to. And I like my ipod over my phone for listening to music generally.
I use youtube to listen to music occasionally as well, and discover a lot of music through there.