I have had Spotify for several years, and I really like it, too. I just have the free version, so I still have the commercials, just like you would have on Pandora.
I have both Spotify and Pandora, and like them both. I like Spotify because you can choose a playlist, and add as many songs to that list as you want, and have all of the different playlists that you want, too.
I have one that is faster “exercise” music, and then one that is mostly easy-listening of my favorite songs. I don’t think that you actually download songs from Spotify, you just access them online and play them that way.
With the free version, they only let you do a “shuffle”, where they choose the order the songs are played in, but I choos that anyway, so it is fine with me.
Pandora is great because you can choose the type of music you want to hear, and then Pandora picks the selection for you, so you do not have an actual playlist, although you can “thumbs up” when you like a song and they play it more often, and “thumbs down” ones you don’t like and they take those off of your station.
I would suggest trying the free version and see how you like it, of either Pandora or Spotify, and then the have paid subscriptions that are commercial-free if you want to go that route.