Don’t know anything about Creatives, and while the Zune is cool if you just want to play music, then definitely go with the Zune. The iPod does a little bit of everything and it does it really well. I love the way you get music with Zune and at the same time I don’t since you have to keep your subscription to keep your music. With iTunes you pay once and the song is yours for eternity.
I’d say you have some choices, if you already have a huge music library and don’t plan on adding anything to it, you could safely go with the Zune or Creative, if the price is cheaper. If prices are the same across each, go with the iPod because it is easily more bang for your buck. I think technical-wise they are probably all about the same, but not too sure on that.
If you don’t have a lot of music and want to buy it, then I think you should go with Zune or iPod, if you want to pay a subscription to get your music and then lose it if you decide you don’t want to pay anymore then go Zune. Or if you want to do a kind of pay as you go and keep forever music then go with iPod.
If you want a device that does more than just play music then your only option is iPod Touch, and trust me when I say that like Adam37 that I use mine every day.