Are we talking about Xbox Music here, I like it, takes a couple of seconds to load and get music playing on my 1520, it works on my laptop, my Surface pro, in fact the slowest device I have to get music playing is my Xbox, and even then it isn't that long, and in truth that is because it takes a while to scroll through artists.
I used it for a while with just local music (1400 songs) and then as I was wanting more music I took out a music pass, and now have an additional 1800 songs, all working together.
Was so impressed with the service I took out a music pass for my wife on her 520, again it works and works well.
My lad who is a bit of a luddite finally replaced his cracked WP7 HTC with a 930 and the first thing he did was get a music pass based on what he saw with me and his mums phones and he too has a pretty seem less and fast music system.
You have a problem, but not all of us do, in fact I am really impressed with the system, especially on my phone.