Like you, I don't yet have a Zune. I think the Zune folks should hold back 40,000 units for Microsoft employees. Since that isn't going to happen, I have been checking out the various Zune sites to see what's up. See http://www.engadget.com/2006/11/03/microsoft-zune-player-and-software-hands-on-gallery/ for the Engadget hands on. There are some pretty nice pics of the software and screens.
See http://www.gizmodo.com/gadgets/portable-media/zune-first-full-review-212255.php for another review from the Gizmodo folks. Excellent pics of the chocolate bar.
Oh, and if you haven't checked out our new website, see http://www.zune.net/.
[UPDATE 1] The folks at engadget finally put their thoughts on paper. See their review at http://www.engadget.com/2006/11/15/zune-review/.
[UPDATE 2] Gary KraKow gives Zune a thumbs up at http://www.msnbc.msn.com/id/15731676/from/RS.4/.