The main ones i've experimented with , that are all legal in SA and all that , is Rdio , Deezer and Simfy . They all cost the same (R60 p/m for the premium subs / R25 p/m for web only etc). Interestingly the SA price is cheaper than the USA/UK subs for the same service (it's $10 vs. R60).
Rdio got a great interface/web site and not using flash (so you don't need an app to get this working on devices like your Xbox, just browser) , but i've had all kinds of issues on my phone with the app , it seems to be finicky when you don't have a fast connection (despite going into offline mode) . It also does not have an offline mode on the desktop (only mobile). What i like most of Rdio is their Pandora like "stations" where you pick a song and it will play songs that are similar based on users likes/dislikes . Simfy/Deezer have similar attempts at this, but theirs are more pre-configured radio stations based on a specific artist , so it's not dynamic like the Rdio one.
Deezer is which i'm using now, great app , it's fast and work well on my sucky MTN Edge like connection i usually get on my phone. The website is flash based, which is fine on most PCs, but not on any other devices that doesn't have app support. Deezer on the other hand DOES have offline mode on desktop (so you can download the songs and not stream the whole time). Deezer also seem to have alot of real people employed that are creating playlists/news/reviews that are very active. So while their "discovery" features aren't as good as Rdio, their real time content / promos / news are miles ahead, every day i actually see new artists to listen to. Deezer does seem to know that "because you liked this artist, this new album from this similar artist is worth a listen" ...so i get alot of that.
Simfy, i get it free with my Afrihost stuff, and i'm still not using it. It's app and its websites are totally out of sync in terms of features. The website seriously lacks features and you are forced to use their out-of-browser app on desktop to get more features. Their mobile app vs. desktop app also seems to be different, so half the time i was looking for their "radio stations" and sometimes i found it, sometimes i didn't based on which device i am on.
All 3 seems to have very similar music collections / limits . Usually if you don't find Rammstein on one, you will not find on any of the others either, simply because Rammstein decided to not make themselves available to legal streaming (and yes, Rammstein specifically are d!cks about this, ironically you can find solo/spin-off stuff from members of the band on there though).
For now i'm still very much split between Rdio and Deezer . Deezer covers the most bases, but i am contemplating turning on the R20 p/m Rdio sub so i can play directly on my Xbox One (until someone adds an actual app).
Also note, so far Deezer seems to have the most devs and most device support. There's a deezer app on the Samsung SmartHub even, and they did have an Xbox App which they removed due it not being up to standards.