I don't know anything about the Zen's sound, but my iPod sounds crappy. I have a pair of Panasonic HS35 (?) and the stock iPod headphones and neither sound very good. Nearly no bass, and the overall clarity is not so good either. I've plugged some other, much larger, headphones in too and they weren't any better. Even tried ripping my mp3's at high BR and it doesn't seem to help. Don't get me wrong, the iPod is still awesome at serving it's purpose, but it's far from being an audiophile piece.

BTW, just for refference, I've plugged my headphones into my Empeg via an RCA to stereo headphone adapter and the sound is great. Compared same songs, iPod to Empeg, and the Empeg sound is Night-and-Day better.