Am a bit of a fan of spotify and am just jotting down some experiences of using it abroad. I signed up while in the UK, and was happy enough with the service (even if they kept increasing the number of adverts). It worked through the notorious Glasgow University proxy (after some tweaking) and had a large enough selection of music for me (if not my obscure-scandinavian-rock-loving brother).

When I moved to Arizona, spotify continued to work...but the adverts stopped! So I'm getting the 10 pound per month premium service for free. (Even though it doesn't seem to hard to circumvent, even from the UK) This is really strange - if I'm on holiday why not just serve me British adverts? I guess they're preparing for their US launch. 
The service abroad stops working every two weeks. But you just need a friend to log in for you (or know the correct tunneling incantations) to log in via a UK ip adress (see notes on the notorious Glasgow University Proxy).