Spotify premium subscriber here. What I've heard of LZ is good, but I don't think I've heard anything other than best-of albums. I'd love the chance to listen to their back catalogue.
I gave away / lost / threw away all of my CDs over the last few years. I don't own a stereo, so they just took up space. I think that the artists that refuse to appear on Spotify are very short sighted, they may as well be invisible to a whole generation.