Couple things to try:
1) Prior to connecting your Zune to sync with your PC (usb or wireless) open Zune on your PC and make sure your signed in. This may have been part of my issue. I was having sign in issues for like most the month of June.
2) In Zune (the program), once the zune is connected (usb) go to settings (upper right), go under device, and make sure that your device is linked to your account. Mine was but I did it again and that was when things started to be working right again. It could be just coincidence though. As your problems sounded like mine all last month, aside from my Zune freezing thanks to my speaker dock and having to reformat.
3) And this may or may not help you. Make sure you Zune has completely finished syncing before disconnecting. I had downloaded a whole slew of video podcasts (many in HD) and would stop the syncing process after awhile, mainly because it was taking forever to convert the podcasts into Zune format. So was very possible for me that it was never updating device content. This would be the same if your sync is converting any video files as well. Let the sync finish.
Hope this helps you out.