Sorry for the huge review, but I'm really loving the new Zune, and hope this, as well as the excellent reviews some other people have written, will help you decide if it's the right choice for you.
Apple now has Rhapsody as an app, which is a great start, but it is currently hampered by the inability to store locally on your iPod, and has a dismal 64kbps bit rate. If this changes, then it will somewhat negate this advantage for the Zune, but the 10 songs per month will still be a big plus in Zune Pass' favor.