You were either lied to, or the salesperson had no idea what she was talking about. Neither would surprise me at Best Buy.
Zune will not play DRM-protected music (ie, music you have to pay for) from any source other than the Zune Store. No iTunes purchases. No Rhapsody. No Napster. No Yahoo Music. Not even MSN Music purchases.
Zune will play any kind of unprotected music file, such as mp3s you download from any p2p program (like limewire, ares, soulseek, etc), but then iPod will too, as well as every other mp3 player ever made.
Zune is big. It's quite a bit thicker than my 80GB video iPod, which is a bit thicker than the 30GB video iPod. Zune has a bigger screen, so it's better if you plan on watching a lot of video on it I guess.
For video, they both only use their proprietary codecs. Zune forces you to use WMV formats for your videos. iPod forces you to use Quicktime formats.
Zune's wireless features are worthless. You can't browse the internet with it like you can on a PSP. You can't share music with it, because any file you download from another Zune (the only thing you can download from) is erased within 3 days or 3 plays, whichever comes first. That file can also never be downloaded to your Zune again from the person you got it from. Also, Microsoft has made it so that you can't use the Zune as a portable hard drive in Windows, like you easily can with an iPod.
The Zune's not doing too well right now, because it's a tier iPod with an FM tuner and a lot more bulk, for the same price.
I imagine the second-generation Zune will be a much better product. I wouldn't become an early adopter with the first-generation one though.