If you want apps, just get an ipod touch. There are really no other mp3 players that can touch it on those grounds. If you want better sound quality, depending on your budget, get a Sansa Clip+ which comes with regular radio, a sd card reader to expand your space, and voice recorder. If you want videos and sound quality I would recommend a Cowon S9 or J3, both of which have an amazing screen and robust equalizer options. Beyond that the Samsung p3 is good and a little more userfriendly than the s9 and j3, but with a little worse of a screen, but it has a built in speaker for when you want to listen without headphones. All of these have a recorder and radion by the way. The J3 is the S9 but with a different body and an sd card slot to make it bigger if you want. It also has a better UI but that has already been ported to the S9 to use.
Also, zune needs the zune software to work. These others are just drag and drop. If you want more help list what you consider the most important in order. Seems like you want wifi, which all of my suggestions do not have.