If you're using an Airport Extreme with WPA/WPA2 Personal security enabled, you might notice that your shiny new Zune 2.0 software can't find your network automatically. The fix is to manually add your Airport and set the network type as "WPA using TKIP" and away you go.
Technical reason: Airport Extremes for some reason squawk as WPA2 and not WPA, even when in mixed security mode which means they don't show up in the list. The Zune team is aware of the issue and it has been reported to Apple.
I have to say I'm pretty impressed with the wireless sync feature. Four years ago we were talking about being able to wirelessly sync your device from your car in the garage. Now it's a reality, and a killer feature IMO.