Does it happen with only songs that are streaming, or even local content as well? The only thing I can think of, is that I know that when the screen is off, the phone slows down internet speeds, possibly just due to the processors scaling back on power to save on battery while the screen is off. I can see how that could potentially cause hiccups in streaming music (though I have yet to see any stuttering in Pandora, etc. But I can imagine depending on your area, if you're in a weaker or more congested market where the speeds are slower, it might make a difference). Speaking of, if it's streaming music, are you in a 3G or 4G area? Even if the phone was slowing on internet speed on 4G, it should still provide enough bandwidth to make it smooth.
If it's local content saved to the phone, then it's harder to narrow down. Maybe it's the same issue causing it, but to be honest, mine's been fine either way. Are all the files the same format, bitrate, etc? Silly questions, I know, but just trying to narrow down what could be doing it.