Is there an app that streams music and adds it to your library? I generally switch between my 4S and a Windows Phone; however, it isn't practical to have a Spotify paid account and a Zune Pass, although I much prefer the desktop software of the latter. I love the way a Zune Pass lets you download music and adds it to your phone library. Spotify (on ios and windows phone) keeps the music contained to your app and is way too playlist focused for my tastes. 

Is there anything for iOS that interfaces with your library?
No. Apple currently does not allow third party applications to add music to your library, so it can only come from the iTunes store or your computer. Applications may let you choose music already in your library and let you control that music, but cannot add music directly.