I agree with Vhiner, the services aren't directly competitive, which you prefer depends on how you want to listen at any given moment and to some extent on what kind of music you listen to most.
I subscribe to Mog, Pandora One and eMusic and have used Spotify occasionally. Pandora is great for throwing unexpected but interesting new music at you and the algorithm works pretty well as long as there's a lot of similar music in their catalog. If you favor distinctive and difficult to classify musicians, however, the playlists can drive you crazy.
I love Anouar Brahem, for instance, but an Anouar Brahem channel on Pandora serves up a lot of insipid soft jazz and the more time you spend training it the more often it plays the same few performers over and over.
All those sources mentioned are great resources and, fortunately, they have different strengths. Even if you pay for subscriptions to all of them the volume of music instantly available makes them an incredible bargain.