You may be a heavy user where "heavy" equals "frequent," but I don't think you're a heavy user where "heavy" equals "eclectic". Otherwise you'd have experienced firsthand just how useless Spotify is for music outside the mainstream, even (in contrast to what Aloisius said) when you already know exactly what you're looking for. In just the last few days there've been at least half a dozen times when I wanted to listen to something and Spotify didn't have it. Napster never had this problem.
 Although I hate that word.
 Daughter - His Young Heart, Japandroids B-sides from the Post-Nothing sessions (Younger Us, Art Czars, and Heavenward Grand Prix), anything from Mirel Wagner or 9mm Parabellum Bullet, anything from The Lonely Forest's first three releases, Gotye - Like Drawing Blood (which is so much better than the album that finally made him famous), etc. Spotify is seriously lacking in terms of selection.
The one thing that file sharing sites excel at is finding niche materials by certain artists, such as b-sides and live shows or covers. Some of that stuff is quite excellent but almost impossible to find in a music store or on a music site.