In case you missed it, there is a video showing all 4 of the Speck cases for the Zune.
http://www.youtube.com/watch?v=P4vOpQ8gA_c
I picked up the ToughSkin case and it's very well made. Perfect fit, screen protection, buttons are covered and still functional.
I also picked up the DLO Action Jacket thinking the ToughSkin case would be too bulky for certain situations. The Speck case is actually less bulky. The DLO case has a velcro flap at the top and a nub at the back for the belt clip which makes it more bulky. Without these, it's the same size as with the Speck ToughSkin case. With the ToughSkin case, you can remove the belt clip nub.