Hihi, new zune hd user reporting for duty.
Quick impression:
1) the build quality is hella better than my iphone 3gs, platinum colored steel makes it more classy
2) the oled screen, 'argh, my eyes are burning!'. Lol, its that good, better than my omnia 2 amoled.
3) the buttons feel solid n top notch
4) its freaking light, lighter than u would expect
5) the ui is amazing with its oversized wordings, feels like an art or a masterpiece, though the learning curve is steeper for new comers.

As for the sound quality, im saving the best for the last. It dethroned my sony s-series pmp. I didnt see that coming as sony is widely regarded as the best sounding pmp. The clarity, the bass, the mids, just awesome. Tested with Muse The Resistance 320kbps songs. best of all, the equaliZer is set to none. 
Do note that im using senneiser ie8 with silver cable for the test. I wont be testing the stock earphone because if u can afford a zune hd, u shud be able to afford a good earphone as well.

Conclusion: hands down to one of the top pmp in the market. Not only u can get amazing sound quality, the ui itself is something worth bragging about. Its jack of all trades: u can play high quality songs, almost hd movies n surfing internet on the same device. I can recommend this anytime even to an audiophile.

Great to hear that!! Is the interface comparable to that of iPod Touch? Does it have accelerometer?