I use mine on my HDD. Unless you have a lot of extra space on your SSD and nothing else you wanted on there, I don't really see the point. I usually use my SSD's for Games, Virtual Machines, and certain productivity applications, which Spotify is not one of those.
It just depends on what you're preferences are though really. Writing songs to it will not damage your SSD, it's much more resilient than I think you're giving it credit. It's not really any different than writing files or movies...