I prefer Spotify for many reasons. First, Spotify has a much larger library than Zune Pass, almost 16 million songs in its catalog. Compared to 11 million on Zune Pass. That's a lot! Besides, Zune Pass does not even have Willie Nelson whatsoever, that's a deal breaker for me.
Another reason, I can take Spotify with me where ever, on my iPad, on my Titan, on my iPhone, on my Mac, on my PC. I can access my playlists anywhere. With Zune, on my Titan, on my Xbox, or my PC. Xbox I'd useless for me, I don't turn on my TV to listen to music. So WP and my PC only really.
Spotify is social. Yes it loves to integrate with Facebook and I really do not understand why some WP owners would not want this? The one super selling point of the WP over droid and iOS is how well integrated Windows Phone is with Facebook. A phone designed around being social first! Why wouldn't you want that too with music? It's really cool sharing songs, albums, and playlists with friends and family and visa versa. Zune Pass has no social integration, I hope someday that changes.
Then of course, you have to look at which service is going places and which is not. Let's be real, Zune Pass is stagnet and has been for a long time. Spotify is trending up big time just in the few short months it has been in the US. I fully expect it to catch up and even surpass iTunes by this time next year. Plus the new apps integrated in will be very cool.
So what does Zune Pass offer? Well, on WP it offers a live tile that shows the last band you listened too, and a lock screen that does the same. Sorry Microsoft, you got to bring it a little harder than this if you seriously want to compete with music services like iTunes and Spotify.