Thanks to Adam at ‘Thoughts for finding and posting a great list of Zune Tips – 10 of them:

1. Store content on Zune but not on PC
   
2. Drag and drop from explorer to Collection
   
3. Copy by Playlist
   
4. Import playlist
   
5. View your playcount
   
6. Shuffle…then shuffle more…
   
7. Zoom for that closeup
   
8. Use quicklist to repeat a single song
   
9. RDS and the FM Radio
   
10. Find location of file

Check this post in the Zune forums for details! Got more tips? Drop a comment!