Buy.com has the Zune HD (both 16GB and 32GB models) discounted w/ Free Shipping and no tax in most states!
Check it out:
Zune HD Specs:
HD Radio Technology: More Stations, better sound, no fees
HD-compatible Video: High-quality video on the go or on your HDTV
Internet Browsing: News, email, traffic? It's all in your pocket.
OLED Touchscreen: Wide view with a special touch
Games: More games, more fun