If sharing your music habits with Facebook freaks you out, perhaps you'd rather share them to Last.fm, to keep your musical identity separate from your Facebook identity.
Besides, scrobbling to lets you enjoy all sorts of hacks and apps that run on your profile.
Spotify has it built-in, but is the only one of the major streaming apps to do so (Deezer has it on the desktop but not in the app).
Now, Facebook does pretty much the same thing (except for with i Tunes).
All you have to do to send your playback history to your Facebook Timeline is use your Facebook identity to log into a music service.
For the serious music fan with a taste for cutting-edge technology, there's no reason not to scrobble to both and Facebook.
With that in mind, here's how you set up scrobbling for two commonly used programs: i Tunes and Spotify.