You could use the Spotify API to autogenerate your own playlists and upload them to your library, bypassing Spotify's own recommendations. There are a couple of services out there that connect to Spotify this way. Usually I start with such a playlist then branch out into the album containing a song if I like what I hear.
I also have a personal list of hundreds of albums I want to hear. If I don't feel like anything in specific I pick one at random since Spotify usually has it. Having such a list, I don't see the appeal in listening to Spotify's curated playlists.
If you pay for RateYourMusic premium then you can use a service they offer called Sonemic. It gives you customized recommendations based on the ratings in your RYM account. You connect your Spotify account to link their track/album data to your Spotify library and then it gives you several playlists of hundreds of songs. Afterwards you can deauthorize the connection and keep your playlists. Only downside is you have to spend a bit of time adding all your ratings but you get both "recommends" and "out of comfort zone” lists.
I've found some excellent picks I wouldn't have heard of otherwise from this service. Plus RYM alone is good for manually browsing user-generated lists. Also their genre categorisation is community-driven and by far the most detailed I've come across. Unfortunately their API is not open yet but they're making headway into officially releasing it this year. Hopefully by then I'll be able to auto-add all my curated to-listen albums.
I also have a personal list of hundreds of albums I want to hear. If I don't feel like anything in specific I pick one at random since Spotify usually has it. Having such a list, I don't see the appeal in listening to Spotify's curated playlists.