I am in the same situation. But, I'm wanting to get my first, nice, MP3 player. When I first heard about Zune, I thought it was going to really improve the main problems (to me personally) on the iPod. But, after looking around for more reviews and opinions, I have found that there are quite a few negative aspects as well.
One thing I have read a lot that the product was too rushed when it was released. Certain things like not being able to use Podcasts, compatibility issues, etc. are just some of the problems.
My suggestion, just keep looking around, read some reviews and decide if you think the negative things are going to be a problem for you. For some, it is fine, for others it isn't. One person suggested that I try purchasing the Zune from Costco because they have a really good return policy, no restocking fees, etc. So it is a good way to try the product to see if it is going to be a problem for you. Playing around with it in the store doesn't quite give you enough information about the player that you need to know, so trying it at home is definitely better.
Personally, I think I am going to wait a little while to see what comes out. I'm hoping that Apple will come out with a player at MacWorld that has improved a great deal over the current iPods (as far as problems) or for Microsoft to fix some of the problems with Zune, or put out a second generation player.
My fear is that as soon as I buy the Zune, Microsoft will come out with a new one that is a lot better and is more of what I want, but I am stuck with the first one.
Hope this helps!