The Zune definitely has far superior sound quality to an iPod. Until about 2 years ago, I really could not figure out why iPods were so popular, the sound was so flat, thin, and boring. I assume it was because the majority of iPod users have never had the chance to do a comparison with a rival mp3 player
IMO, I found the iPod's sound quality to be one of the worst compared to all the major mp3 players. Even though my first mp3 player about 5-6 years ago was an iPod, I refuse to by an iPod based on sound quality alone
The Creative line of mp3 players MIGHT be on par with the Zune, but it would be best for you to listen and see for yourself. If there is a Best Buy or other electronics store nearby (R.I.P. Circuit City), you could usually either listen to them in the store, or buy them and return them (make sure there is no "restocking" fee though)