unless creative have bought out a new line of MP3/PMPs I am familiar with the X FI 2 which is your best bet. However if you can afford more I think you will be better off with something like a Cowon S9 or a samsung P3, they both have decent screens (particularly the cowon) both seem better than a IPOD lets put it like that, but a bit smaller and both should blow a Ipod out the water with sound.
these two what I just mentioned would be a ideal alternative to your Zune HD, personally coming from a zune I might be tempted with the S9 due to its amazing screen. battery life is one of the best out there, and sound quality... it does quite take all the file formats it should but it size a nice gadget. you can also get custom user interfaces as well as its only a flash based OS.
If you want a PMP that can take most if not all of the major formats plus a decent blue tooth speaker phone, than Samsung P3. Its not as customisable as the cown but Samsung do a decent job on user interfaces anyway.
If you can't don't worry to much about it the creative X FI 2 will do a decent job, but I do find the interface slow at times, it does have a nice screen for its price. and of course being a creative the sound quality is one up as well.