Soundcloud lets you play any song you want at any time, even on the free tier, and when you ask it to play a playlist, it only plays songs on the playlist.
You can have recommendations from an algorithm if you choose, but it's encouraged rather than enforced.
There are a lot more independent artists on it, and fewer big labels, or at least it feels that way because it doesn't seem to prioritise big labels over some person I've never heard of.
Spotify has an annoy-users-until-they-pay model. If you deliberately piss me off, you're not getting any of my money. Soundcloud just has ads.