Here's a script I just wrote that installs Spotify on Linux with Wine. Works great with Wine 1.3.24 on Gentoo Linux x86_64 with PulseAudio (which works great and isn't choppy or anything).
P.S. In the Spotify installer, don't tell it to start when done.
# Set some various registry keys (Spotify recommends you use 44100/Emulation) wine reg add HKEY_CURRENT_USER\\Software\\Wine\\Drivers /v Audio /t REG_SZ /d pulse /f wine reg add HKEY_CURRENT_USER\\Software\\Wine\\DirectSound /v DefaultSampleRate /t REG_SZ /d 44100 /f wine reg add HKEY_CURRENT_USER\\Software\\Wine\\DirectSound /v HardwareAcceleration /t REG_SZ /d Emulation /f
# Install some required packages (IE6 may provide WinInet, if so then it's safe to remove that) /tmp/winetricks wininet ie6 corefonts tahoma winhttp wmp10 secur32
# Copy the WMP10 MP3 decoder on top of Wine's, tell Wine to use it instead. cp -fv $WINEPREFIX/drive_c/windows/system32/l3codecp.acm $WINEPREFIX/drive_c/windows/system32/winemp3.acm wine reg add HKEY_CURRENT_USER\\Software\\Wine\\DllOverrides /v winemp3.acm /t REG_SZ /d native,builtin /f