I ended up going with the iPod. The Zen was really tempting, but I liked the way the software for Zune and ipod organized my library for me (I don't even remeber where half the stuff on my hard drive is anymore I'm so unorganized). However, the Zune was quickly outed because I couldn't play all the media formats I could with the iPod, and because the Zune store is run off microsoft points, the same retarded system xbox 360 uses.
Most people probably already know why MS points suck, but in case you don't: Basically, you can only buy points in $5 increments, for 400 points. 400 for $5, 800 for $10, and so on. They usually price albums at right above a 400 mark (a new CD is, for example, 1280), so you have to buy the next increment up to get what you want. Spending $20 on points to get a $15.30 item is annoying.