At Spotify, we have hackdays every sprint where we can do what we want as long as it is in some way related to Spotify, e.g. new client features, exploring new server thingamajigs or writing libspotify bindings for other languages. Finished hackday projects are demoed at the sprint demo. It happens that the product development team sees something they like, so hackday projects can turn in to real sprint stories.

btw, we're hiring!