Absolutely loving the latest development to come out of Spotify.
Spotify are on a real roll at the moment. The new expanding app suite, the integration through Facebook and now this, 'the play button', making it easy to embed tracks straight into your site.
So below, I've added my - ever-changing - favourite playlist 'Middle Class Dinner Party'. If you have a Spotify account then when you click the play button, Spotify will open (or instantly start playing if Spotify is already running) and then start playing the song or play list. You can pause or skip tracks directly within the player interface or control music through the Spotify desktop app.
And if you want to embed your own stuff take a look here to find out how.