One can easily install and run Spotify on Linux under Wine. In Ubuntu, sudo apt-get get install wine will get you wine. then download the Windows version of Spotify, right-click on it and in the permissions mark it as executable. Then, simply install it as any other insalation.

Now, there are problems with the sound-card sometimes, so the following might help.
"About the sound quality in wine, you have to change the audio settings. Go to wine config (type winecfg in your Terminal window), then go to the Audio tab. You will find some DirectSound options at the bottom of the window. What you need to do is change the Hardware Acceleration option from Full (default) to Emulation. I made that change and now Spotify works just as it does in Windows." (taken from this Ubuntu forum).