Thanks runlsd and digitalnicotine for the comments~
I think the only reason why I own an iPod Touch is simply because of iTunes and the app side of things. I noticed that the sound quality differs from iPhone and iPod touch? I also found that my iPhone 3G black sounds slightly different from my brothers white iPhone 3G :S - As in his can go a lot louder and bassier. Yes, I did check the EQ and sound settings hehehe
To sort of counter the loss in quality, I use a FiiO E5 amp which is good but sometimes annoying to carry around...
I thought using Zune software would be more of a hassle than I thought. But it's pretty easy using Parallels. The main Mac OS X iTunes/music folder is shared. Set Zune's default music/import folder to the shared folder. Every time you open Zune software, it updates itself.
Anyway, you probably knew all that. I don't know why I explained it. But ya, worth the investment, I think.