I suggest the hfi 580 they sound more clearer than the xb500 and has enough bass to make a basshead satisfied and these don't really require an amp to be driven to loud levels on a zune on max volume it is loud enough so to speak.
They can be had for 148 usd http://www.djdeals.com/ultrasoneHFI580.htm .
The 580's don't come close to the XB500 in bass. Maybe with a nice EQ or bass boosting amp. But you are saying without an amp which is very untrue.