Vaja makes the highest quality products for your iPod, mp3 player, phone, and now including Microsoft's Zune. You can now protect your Zune in style with Vaja's leather case. There are a number of leather cases to choose from and the colors are quite attractive. The leather cases are fully customizable and made of Argentine leather which shouldn't matter. The different Zune styles include Classic, Balance, Retro, and more.
The Zune is already a bit on the bulky side, but if you're willing to spend the cash to purchase one it's worth protecting. Vaja lets you pick from 1,000 custom colors in addition to other creations of your choice. On certain models (above) the side push-through buttons are protected by the case and the remaining buttons are available with convenience.