I've also owned the ipod and zune hd. Android music playing experience sucks. period. Zune hd is probably is the best mp3 player, but doesn't have the app experience that ipod or android have. This is actually why I'm excited for the windows mobile 7 phones. While i'm not sure if the zune like interface will be good for an entire phone's interface, at least i know the music player will be amazing.
There are just so many small glitches, and inconsistencies in the android music playing experience it's almost unbearable. Here are some of my issues.
-Album art not always read correctly even with my songs with all the correct id3 tags
-The player sometimes needing to take a minute to find everything on my sd card
-Can't rate songs in the player and have ratings synced back to computer
-No equalizer
-The cover flow is terrible and useless. i would rather it just not be there
-The repeat and shuffle icons are invisible in sunlight
-No stock google support to synchronize music. I've tried wmp, it synced only half an album, i haven't looked into it. I sometimes want to change playlists or which specific music or albums i have on my phone and don't want to have to browse through the file system on my phone
-The user interface isn't intuitive and easy to navigate for people who haven't used an android phone. I've had people try to change the song while playing music in my car or on my home speakers and they always ask "how do you work this thing." This isn't to say that the ipod should be mimicked.
The only good thing about the music player is that it supports live last.fm scrobbling and that it actually manages to play my music
I feel like google is being lazy and expecting people who care for good apps to download 3rd party apps. This doesn't just go for the music player, but the stock messaging app too. Double twist and handcent sms are saviors but double twist doesn't support the storage system on the droid inc yet so i can't use it. Mixzing, btunes, tunewiki, meridian are all OK, but none of them combine full functionality with an attractive and easy to use interface