One of the first things I did was look for a case for my Zune.
I originally looked at the
DLO Jam Jacket as I liked the idea of a tight fitting "skin" that allowed me access to all the functions but would keep me from scratching the unit up. The problem was it didn't come with any screen protection.
My second choice was
Belkin's Acrylic Case. Again, it looked like a nice tight fitting option and had openings to access the various functions. However, once I got it home and popped my Zune into I discovered one major flaw that made me take it back. My fingers were to big to reach the controls through the openings! At 6'8" I'm not exactly a small person

so I've probably got fingers bigger than most. But it is something to take into consideration. With a hard case there's no room for flexibility if the opening is to small.
My third choice, and the one I went with, was the
Toughskin from Speck. It's a nice rubberized case that protects the Zune, has a hard plastic shield for the screen that doesn't detract to much from picture quality, and the controls are very responsive underneath the rubber coverings. Last but not least it had one additional feature I personally like. It has the ability to completely remove the belt clip option. So there's no irritating "bump" sticking out of the back of the case if you don't want to use the clip. The only potential issue I can see is it may be to thick to fit into the dock. Not having one, I'm not sure if it will be an issue or not, but I do know that without the case the Zune slid right into my Logitech mm50 speakers (Not that they support it) and with the case it's to big for the slot now.