Spotify (by a large margin), then YouTube (for discovery) and /mu/ (for community).
I still used What.cd for music I wanted offline access to (for running, flights, etc.) as well as the occasional leak or obscurity. But before I got Spotify I was downloading multiple albums a day.
Spotify really sucks for discovery! After 4 songs you will be listening to vague (not tailored) musical hits that seems to be recommended by someone discovering music for the first time. Pathetic!
The radios I find to be pretty shit for me (I read somewhere that Google Play Music has a better version of that). However the "Discover Weekly" feature on Spotify I've been very happy with and every week I have new music to listen to and it's mostly things I like.
Maybe it's worse for recommending certain genres? I know my friend complains about its hardstyle recommendations.
You really ought to give Spotify Discover a chance - my Discover tab is amazing - it feeds me a constant stream of new wave, dream pop, outsider music, early electronic music, ambient, underground rap - stuff that I like, but haven't heard. The more you use Spotify, the better Discover gets. Don't write it off before giving it enough data to help you.
I still used What.cd for music I wanted offline access to (for running, flights, etc.) as well as the occasional leak or obscurity. But before I got Spotify I was downloading multiple albums a day.