I still have and use my Zune HD. It works relatively well, is very small, has a long battery life and headphone jack, and most importantly I get the ironic hipster cred for using a Zune in 2019 ;)
The "Metro" design language of the Zune devices, including the HD, influenced the Windows Phone and other Microsoft products. The Zune was the first device to have the tile layout many miss from the Windows Phone.
Zune Music Pass, an all-you-can-listen monthly music subscription service à la Spotify, was way before its time. I think it was the first such offering ever.
Unfortunately its "app store" had a total of 47 apps. On the plus side, you can install every Zune app ever at once :P
It also runs IE5, I think? Maybe IE6? It barely supported CSS at all.