The Zune's got a Wifi thing, though I'm not quite sure what the purpose is.
It can play movies, too!
Actually, I just remembered what the purpose of the Wifi is. I heard your Zune can communicate with other Zunes. I guess you can listen to other people's music.
It says you can share EVERY song gotten through third party methods, i.e. ripping a CD and such, but not every song from the Zune Marketplace.
Honestly, I'm looking at these now that I know more about them.
I had an .MP3 player, it was shit. Do not under any circumstances buy Memorex. I've had friends that have had theirs crap out on them, too.