At the moment, it's a hassle to listen to just one song on Spotify. Let's say you want to listen to "We Didn't Start The Fire." You search for it, and click it. The song plays, but then it plays all the other versions of "We Didn't Start The Fire" that are under the version you listened to, unless you click the stop button right after the song you wanted to hear is done. You can also create an entirely new playlist that only includes the song you want to hear at the moment, but this shouldn't be necessary.
My proposed solution
Imagine that you right-click the song you want to hear. Among the options that appear is the text "Play this song only." If you left-click that text, Spotify plays only that song and then stops. This would be very convenient, and as far as I know it's just that nobody's thought of implementing it yet.