I used to have one as my main media player until I sold it to get my iTouch (which I later sold once I switched to AT&T and got an iPhone). The Zune really isnt all that bad.. and honestly, I think its better than the iPod classic + nano. It does everything they do, but it can also play FM radio, sync wirelessly, and a bunch of other nifty things that the poor nanos and classics lack.
Zunes are really popular in my area. I'd say about a good 30% of people have them here.. basically those that dont have an iPod have a Zune, so there's usually someone around to share songs with.