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When using OS X I vary between listening to local (iTunes) and remote (Spotify), but I’ve been frustrated by not being able to use the built-in media keys to control playback. Every time you press Play/Pause key, iTunes assumes it is the only media application running. Which can lead to amusing situations where you either end up with audio from both applications, or alternating between the two. Not too helpfully when you just want to pause…
Quitting iTunes isn’t an option either, since when you press the keys it reopens.
I’ve found a solution though: Shift (⇧) + Option (⌥) + the media key of your choice will control Spotify (and presumably other applications), but will be ignored by iTunes.