I've discovered a work-around w/ Spotify that basically allows me to achieve my goal of combining my library with their library on my phone, but it is a pain. As you know - you can integrate your own music with their on both the Mac app and the IOS app. However - on the IOS device, you obviously can't listen to your music if it isn't there. So you could in theory figure out what you have that they don't have - like for example the Beatles and Led Zeppelin, and sync all of that to your device. However - there is no way to shuffle your entire library. The only app that does that is Rdio, but you can't use your local files w/ Rdio.
So - what I discovered is - you can create playlists with sub-playlists - basically like folders in WIndows. Actually, I already knew this - but what I didn't know is that you can shuffle everything in a folder and all of it's sub-folders. So - I had a folder called "By Artist" and underneath it, manually-created playlists of every artist in my collection. You can choose to sync individual playlists - so you could create a playlist called "Led Zeppelin" and put all of your Led Zeppelin tracks in there, then sync them to your phone. The problem is where there is a mix - you have some stuff but not others. I don't think you can create a second level of playlist, but that is one possibility. What I did was to create a playlist called "Local Files to Sync." So - using the Stones as an example - I added all of the Stones albums that I have to that playlist, and then everything I want in a playlist called "The Rolling Stones" - stuff that I have and stuff that I don't. It can only be on your device once - so the fact that I synced the "Local Files" playlist means that I will hear my local files along with the stuff I'm streaming from Spotify. In theory you could sync EVERYTHING in your library to your phone, but that would require a bigger flash drive than is commercially available.
So - after doing all of this - I got into the "By Artist" playlist on my phone and select shuffle. It will stream stuff that they have that I haven't downloaded, and "play" the stuff that they don't have that I've added/synced from my personal collection. I think I synced 6 GB of tunes. So on shuffle - I'll hear my stuff - Beatles, Eagles, Zeppelin, Floyd, AC/DC, whatever, along with stuff I don't own.
Goal achieved. But a lot of work because it is basically all manual.