I personally reccomend the iPod, it is overall a much better player, and furthermore, it works with much better software, iTunes is amazing, and in my opinion, WMP is awful in comparison.
I really like the iPod, and it is the much more compatible player in the general market, you'll find yourself very happy if you get any of the iPod family, and probably annoyed if you got a zune.
Of course though, I have no experience with the zune, but I sure as **** know how amazing iPods are and wholeheartedly reccomend them.
Please, do yourself a favor, and get an iPod.
Charlie -