The corresponding program is probably one of the best features for the Zune, in my opinion. It's lightweight and extremely easy-to-use after the initial walkthrough process. The online store is also pretty substantial and has a lot to offer.
I haven't had an issue with my Zune since I purchased it, which was about a month after the release of the first batch. It isn't as small as the newest ones that are available, but it still works for me. I typically charge it two or three times a month, depending on how heavily I use it (which includes falling asleep with it on every night) that month. This is all the original model though, I can't speak for the quality of battery life and navigational ease of the newer models.
It is extremely noticeable when working out even if you have one of those baby iPods.