Lawrence I'm a big fan of the Japan only sony mdr ex800st. Great natural sound and an easy ear fit. I had the 40s and they were a bit bass heavy but the treble was sweet enough, maybe its the match to your zune? Did you ever try a head amp with them?

On a whim I've just bought a set of hybrid 3 ways from mass drop, 2 balanced armature and single dynamic driver for 70...there's loads of fair priced stuff out there.