Actually, Zune is not compatible with Vista as of yet! http://images.appleinsider.com/we-dont-make-this-up-folks-061114.jpg Besides, with the wireless, that will kill battery life. Not to mention how many people will have zunes that you will be able to share wirelessly with?
As for the wireless, I'm not sure about "real world" tests, but without wireless it's supposed to play for 14 hours on a full charge. With wireless turned on it drops to 13 hours. It also has an FM radio built in.
The Zune Windows XP theme available on the zune website is sweet! I'm using it now and it's a big improvement over the XP Luna or Royale themes.
Yeah I used to have the Zune theme on my desktop, but it makes (along with all other custom themes) the computer startup slower and other performance decreases.
I haven't noticed anything like that. But I have 2 gig DDR so maybe it might slow things down on other machines.