A well designed application, whether native or web based, will have clever UI elements that make the usage more pleasant. Some are obvious from the start, others are delightful surprises that you come across during your usage. Rdio is an application that gets you on both ends.
I love the service since it has given me access to so much new content that I could never afford to purchase on iTunes. And in the course of finding all this great new music, there are often times when I forget about new albums or bands that I wanted to listen to. But Rdio has me covered.
You can view your collection by album, then sort by Recently Added. It's a small thing, but it's the small things that make something so good.