My biggest gripe with spotify is it's inability to reliably answer the question of "what playlist or source am I currently listening too?". A constant flow that spotify fails to deliver on is this: Search for a song, play the song, then the rest of the album, on repeat, without shuffle. It's annoying to have to load multiple slow UIs to navigate from search to album, visually search the album's track list and play the song your after.
Itunes and Windows Media Player set the standard for how media should be navigated and Spotify should use some of those old standard concepts.
EDIT:
Try browsing Armin Van Buuren's massive discography on Spotify.