I want to write a little Deezer to Spotify switcher, which transfers my artists and albums to my Spotify account. How can I follow an artist and add an album to my music library using one of Spotify's SDK (Libspotify, Web-API or Android SDK)?
This sounds like an awesome feature! (As long as it's not the other way around ;-)
Following and unfollowing artists and users isn't possible just yet, but please stay tuned for updates. You can either follow @SpotifyPlatform on Twitter or follow the Web API Change log. I can also update this answer once this feature is available.
Update: Following artists or users is possible to do using the Follow Artists or Users endpoint in the Web API. It was released in December, 2014.