I use the ad-supported version of the Spotify digital music service on my desktop computer. The mobile app cost $10 a month, which isn't bad, but between Pandora and WFMU's app, I am able to live without it and save a bit of money.
Today, Spotify announced a free mobile service that allows you to shuffle play your playlists, other playlists, or any artist in Spotify's large catalog. You are limited to 6 skip forwards per hour (I think Pandora has the same limit). In any case, I'm in!
Spotify: App Store and Google Play.