I've even set up a few collaborative playlists with friends. When one of us finds something new we add it to the list, then the others can have a listen and add it to their own private playlists if they like it.
Only two things bother me: not everything is available and some things that were available will simply disappear one day. Same old licensing BS that just doesn't work in a digitally connected world.
One thing is clear though. Previously the music industry made no money at all off me, now they do. Not because of some anti-piracy campaign but because someone was finally able to provide an acceptably priced product that's more convenient than pirating. Funny how that works.