As stated on the Windows Phone blog:
Now this should be music to your ears: The popular song streaming app Spotify is now available for Windows Phone 8.Download it from the Store. (The app is just starting its roll out, so it might take a few more hours before it shows up in search or is available for download where you are.)
Spotify, which is being released as a beta, instantly increases the size of your music library by millions of tracks, making it easy to discover new songs and artists. You can create your own playlists, or browse and indulge in the ones your friends put together. Going off the grid? The app also lets you download and enjoy your playlists without an Internet connection. Tracks you add to any playlist are also simultaneously available on your phone and PC.
The app is free and so is the service for the first 30 days. After the trial expires, the premium service costs $9.99 a month.