I won my Zune HD in the switched.com Black Friday contests (which btw I'm extremely grateful to switched.com!!).
I'm quite happy with it (mainly since it was free, plus it's dead sexy looking; easily the sexiest portable player on the market), however I would not buy one. There honestly isn't a media player on the market I would actually buy. They're all too expensive or do too much.
I just want a hard drive player (60gb or so), with dedicated play, advance, volume buttons that's under $150, that will also last a week or so in standby. I don't care about movies or videos or the screen really, but alas every new player seems to focus on everything but being a great music player.
My zune hd just plays music, I don't watch movies on it. The audio quality is nice, but I wish it had a full equalizer. The lack of dedicated hardware controls is a REAL SERIOUS ANNOYANCE. Especially since I mainly use it in my car. I've gotten pretty good with blind swiping across the screen to advance a song. It's definitely not a player you can stick in your pocket though, if you come upon a loud song you'll spend a good couple seconds just trying to turn the damn thing down.
Sometimes the unit will become unresponsive when the screen has been locked (even though it's still playing music). I'll press the side button, the display will still be blank. I press the main face button, nothing. Top power button, nothing. Then about 15 seconds later the screen unlock option comes up.
Luckily despite nothing being on the screen, the controls do work from the side button; volume and advance can be done by swiping.
This is also my second unit. The first developed flickering blue lines on the top of the display. Both did the unresponsive display thing though.
All in all it's a neat gadget, but not the best player on the market. They could have easily fit a couple of extra buttons on the side of the unit, but for whatever reason chose not to.