I have
Logitech's mm50 speakers that I bought for my iPod Nano last year. They have a line-in jack on the back so I just plugged in a male-to-male mini-jack from my Zune's headphone jack to the back and I've got tunes. The Zune also fits in the dock slot perfectly (not that it docks mind you) so aside from an ugly cable coming out the top it looks pretty decent. If I could figure out where to host pictures (I tried from Yahoo and I can't get it to work) I'd include one. While I can't use all the features of the remote control, the volume and speaker power on/off features are available.
For those not familiar with the mm50's they come with a Remote Control, a carrying case, and rechargeable batteries that are rated at up to 10 hours of playtime (Mine are generally plugged in so I've never really tested this, but I have had them on battery for 3 or 4 hours without incident). Overall, it's a very nice system and I'm hoping Logitech will make a version for the Zune as the iPod version will recharge the iPod when docked, as well as provides a pass-thru connector in the back for syncing with your PC. In addition, for any iPod owners it comes with several adapters so you can use them with almost any dockable iPod.