I have tried XBox Music, Google Play Music, and Spotify.
I've found Spotify to be the best for a couple reasons:
Best sound quality (320kbps Ogg Vorbis) if you pay
Easiest to use offline mode
Best cross platform offering (I spend time on Windows Phone, Android and iOS)
I prefer Google's orderable playlist feature, but found their library lacking
I think XBox's interface is awful
All of these guys feature a "radio" mode where they build playlists based on a song or album you like; and I guess the success or failure of each depends on personal preference. I've had gold star moments and duds with each of them.
I just think Spotify offers the best quality, easiest to use, most well rounded experience out there.
When they recently announced that they're going to start building their service into hardware, I was very excited about that!