I can't speak to the Zune, but there are ways to repurpose old iPods and make them still useful. For example, my alarm clock has an older iPod connection. I use the TuneIn Radio app on that iPod, and am able to wake up to any radio station without static.
Somebody said that the Windows Media Player would work with the Zune, but I couldn't get it to recognize the device. It does have WiFi capability, but no Apps.