I went all in for Spotify once it hit the U.S. and it's been nothing short of a dream come true. At this point, it'll be hard to pull me away, even though Thom Yorke calls the music industry's relationship to it “the last desperate fart of a dying corpse.” I literally use it every day, multiple times per day, and have built some site content around it, too. I'm mystified that others that call themselves music fans haven't yet joined the streaming revolution. Sure YouTube remains far and away the most popular and available way for hearing most music, but there's something to be said about what other services that offer features and functions directly from the cloud. Maybe your confused about where to start?
Here's an infographic, originally published by dealNews that hopes to help you out. While these questions are good, and it makes many good recommendations, I do take exception to points taken from Spotify for lacking music discovery (simply not true). It also seems to ignore other streaming services like Grooveshark, MOG and Rhapsody. Honestly, I latched on to Spotify because of the hype and the first-to-market, but there doesn't seem to be much difference between it and some of these other services. Grooveshark and YouTube are free (enough), so they could be placed next to the Piracy box below. Compare catalogs between Spotify, MOG and Rhapsody to see where your favorite obscure artists can be found -- but there's LOTS of overlap.
Good luck!