I agree with Sven on the video quality vs any of my PPCs. The Zune 30 is the first Gen and the largest physical unit. The Zune 80 and Zune 4/8 are both new generation and while the Zune 80 is small for a HDD based player, the Zune 4/8 are quite svelte. If size is a big issue and video isn't a primary interest, go for either the 4 or 8 GB model. (Though as Sven said you CAN watch video on it. A bit small to enjoy it though)
I find my Zune 80 an excellent device for video due to its very generous screen.