Well it has taken some time, but after ordering my Brown Zune from Expansys in November and not getting it, I found one on Ebay and got it within a week ;-)
My nice Brown Zune is currently charging.
First impressions, I like it. The software is easy to install, and it automatically updated the firmware with great ease. The screen is nice and big and the control pad is good. The Zune is actually quite tactile and has a nice weight.
I have also ordered the Zune Travel Pack that is waiting to come from the USA.
Once I have had a bit more of a play I will update you on my finding