You need more content to compete with iTunes.
For example iTunes has all the back catalogue of Kylie Minogue. Zune only has more recent stuff and then is cluttered with Kareoke or other waste albums that most people would have 0% in buying. If you wanna keep those (not released by the artist) then move them atleast to the end or allow us to hide them.
Second BIG complaint is Recommendations. I should be able to tag an artist or album as one that I dislike. Its annoying to keep hiding the same albums or artists. That way Zune can LEARN what I like and get even better recommendations. Just because you like Artist A does not alway means you like Artist B.