Keep the X!!
I had the Zune HD too, and while it sounded pretty good, it didn't sound as good as my X. The Zune vocals are way more recessed, which is okay for anyone who prefers them that way, but the Zune EQ wasn't that great, so if you don't like the way vocals are portrayed, there's not much you can do about it. It's a very cute player though, nice screen, slim form factor, but once the novelty of that wears off and you're not gazing in awe at the screen all the time, you're left with just the music. Why not see if you can find someone on here to loan you one (for a small fee if necessary) and try it out side by side with the X? You'll find it a lot easier to make a decsion that way.