The XNA Creators Club website has a nice step-by-step walkthrough of creating a game for your Zune, including a cool sample game with very nice graphics and play style:
Are you ready to start programming games for your Zune? All you need is the XNA Game Studio 3.0 CTP and any model of the Zune media device. Follow these instructions to get started with your first Zune game. Once you've done that, try our first Zune Mini-Game, Alien Game!
Check out our first Mini Game for Zune, Alien Game. In Alien Game, you control a tank with the sole purpose of defending the earth from an alien invasion! It's a simple yet addictive game that is both fun and educational.
Alien Game has several features that you can learn about and integrate into your game such as:
- Media Integration, which enables you to start songs directly from the game!
- Support for both Zune input types (Zune Pad and Dpad)
- Menu and state management system
If you're looking to get started with Zune game development, or you just want to play a fun game on your Zune, this is a good place to start.