Luckily enough I had the opportunities for checking out different makes of PMPs 'cause my friends have those. I settled for iPod (30GB Video) only because the Sound Quality is far superior than any other known brands available in the market.
So
if your priority is Sound Quality, look no further and settle for Apple iPod. If your priority is features then check out the others like cowan iAudio. iPod will never provide a hell lot of features. As you have got the Zune already, just enjoy it.