Wordpress now supports embedding of Spotify, Rdio and Gists.
Wordpress now supports direct embedding of Spotify songs:
http://open.spotify.com/track/4rwpZEcnalkuhPyGkEdhu0
And direct embedding of Rdio songs:
http://www.rdio.com/#/artist/deadmau5/album/4x4=12_1/track/Raise_Your_Weapon/
And best of all Gist embeddimg!
https://gist.github.com/1855349
Life is good! Thanks Wordpress. All the details are here in this blog post.