Do I have to pay for music on the Iphone 4s?

I was thinking of getting the 4s but I'm confused about the music side of things. Do I have to pay for each and every song I want? I have at least 400 songs on spotify and would like them on my Iphone but I'm unsure of if I can have them for free. Thanks

Added (1). Thanks for your answers. Sorry to sound like an absolute noob but how do I get the music onto my phone in the first place because I can't use windows media player to transfer to Iphone? That's what I'm confused about and I don't want to use any illegal software either.

You do not have to pay for the music you put on your phone, but you do have to have the music in iTunes. Once you have the tracks in iTunes, you sync your phone to that library and either load the entire library or pick and choose tracks, artists or make playlists.

Connect your phone to iTunes and do the following:

On the summary tab of your iTunes sync settings check "Sync only checked songs and videos"
In your music library check all the songs you want to sync to your phone
Make sure there are no exclamation points next to any of the songs you want to sync to your phone
Make sure you have authorized your computer for all Apple IDs for purchased music you want to sync to your phone (in Store>Authorize This Computer)
Check "Sync Music" on the Music tab of your iTunes sync settings
Sync your phone

You can add any mp3 into itunes then copy to your phone.

Spotify will allow you to use playlists on shuffle mode for free, but if you want to listen to them on-demand you will need to pay $10 per month.

Not sure entirely how Spotify works, but as long as you can transfer the music files to iTunes & they are in a format it accepts it shouldn't be a problem.

You don't have to buy all the music from iTunes but you have to use iTunes to put it on.