Zune HD is a wonderful purcahse. I got a 32 gig model as well and its everything you want in an MP3/Video player with extra features player. Zune software is simply a joy to use after struggling with itunes for many years.
As far as apps, there are enough games to play on the go...some are great (audio surf, PGR) some are not...As far as non games apps, they cover the basics... facebook, Twiter, Weather, MSN Money, calculator and as of 13 days ago Windows live messenger(yay). They are all free... I find that you really don't need any more apps without actually having a data plan and ability to connect to a cell phone network. It browses the web great so you can use google maps and all that stuff when you are in a wifi hot spot...
If this thing had blutooth for me to connect a 3D enabled phone and surf the web with it...it would be the greatest device ever made. Unless you are Apple...who has blutooth in the Itouch but purposely blocks other mobile blutooth devices from connecting to Itouch for the sake of surfing the web on a cellular network. They want you to buy the iphone for that...