Speaking to just Spotify (and Rhapsody if I remember correctly), only in some scenarios. On your local machine it is easy to fill in the holes. On your phone you have to sync everything over wifi, this is slow and limited by your phones memory.

Comparatively these limits don't exist on Amazon Cloud Player where I can have much more music the my phones memory and after syncing it to their servers I don't have to sync it with each device I have.