ya man, what tirana said. I'm not an apple kinda guy(have PC's, Xbox) but I'd take the ipod over the zune anyday. Especially since the Zune is so new and unproven. They'll take a while to get the bugs worked out.
If you're still set on it though, use a line out on the Zune(if it has one) instead of a headphone jack. The signal from a line out should be better than one from a volume adjustable headphone jack. HF jacks usually have resistors to control volume and that can cause noise.
A line out with a good RCA cable going to the aux in port would be a good solution. That's the setup I have for my ipod and I don't hear any noise in the system.
And like others have mentioned, high bitrate is good. 196 and above should be good enough for your car.