There's an extensive thread about the Zune
here. It started out as a Zune fanboy thread but I shared a lot of information regarding the Zune both before and after release that paint a rather unfavorable picture of the device.
The bottom line is that the Zune has been nearly universally panned by critics and consumers alike. It's riddled with usability issues, horrible connectivity software and a draconian DRM scheme from hell. Zune's been such a commercial flop that retailers are already starting to offer drastic discounts on it in an attempt to dump their stock and over at Amazon's
Top Seller List the Zune is being outsold by pretty much every iPod related item on the market including a GIFT CARD for the iTunes Music Store! LOL! Also, the Zune Marketplace has half the music and downloads available that the iTunes Music Store does, so your selection there would be very limited as well.
Zune is a hunk of crap. Don't buy one.
jag