the Denon is the most "hifi" of the phones you list that need the least amplification, if that makes sense. I have heard about half of the listed devices, but I do know some of them are really going to have trouble sounding their best srtraight out of a zune. Some are really efficient, such as the open HD555s, but they sound dark, a lot don't like. I just use PortaPros if I take my DAP with me... love those things.
I really want to get teh 25th aniversary editions. Don't know why, but those PortaPros look NICE. The normal ones are somewhat bland, but still sound amazing for the price. I wish I knew more about them back in the 80s. I wated a lot of money on phones that certainly never made it... beyond one pair of Sony sport headphones they still sell, anyway, The 25th ed. cost a bit more, like 50-60 dollars I think. Still hardly anything compared to the sound. You can then devote money into a nice little desktop amp and then you can forget this mess and buy whatever headphones yo want.
But... The AH-D1001s do sound nice, and more amping doesn't do a lot for them, unlike some of the others there. Straight out of the Zune on lossless files or 320k LAME MP3, they are going to sound very open, clear, and controlled. They will go lower as they break in but never be bass monsters. They are accurate. If you want something that can be driven by just about anything and still go into the sub bass range, but in a controlled way, get the XB700s from Sony. They are looked over a lot, but these are not fart cannons, and the box is just marketing hype. They use a good 50mm driver and are extremely efficient. Add to that, they look nice, and can be worn for hours, so no fatigue physically, or sonically. I use them at work out of a USB E-MU 0202. USB powered, that is only 5v. That isn't much, really, (though often it is ore about current), they are probably the best sounding 'phones I have ever hooked up to that thing, and I have plugged in Shures, Senns of various types, AKGs, Denons, Koss (which do well too, but aren't made so much for the office), Sony MDR v700s (same drivers as XB700s, but not nearly as good for music), and some other Sony monitors that can be compared to the v6, I just don't remember their model numbers. The XBs trouced them when it came to sound for the "watt", or unit of power. I can wear them all damn day without physical fatigue due to the ear pillows, plus I don't worry about sound fatigue as they are as smooth as butter, but controlled in the bass range. They just go looooooow when the music calls for it. Call them accurate bass monsters. A budget basshead's best friend, I don't know, but while at home I am addicted to the Shures, they are on a powerful amp and a non-os DAC. The Denons do surprise me, though, as they sound rather nice as well when broken in, when I plugged them into the E-MU. If the Zune can muster enough power to satisfy them, I would put them up there with anything else that runs off a portable.