My absolute favorite headphones are Jabra BT 620S and I snagged them cheap from Buy.com
The bad part? They don't work with my Zune.
I gambled a bit and bought a Sony Portable Stereo Transmitter (TMR-BT10A). It makes my headphones work beautifully with the Zune.
The funny thing is I bought them with my ATT Tilt and mind and have used them with it, but frankly, music, etc. is a pain on the Tilt and much better with the Zune.
The cool part is that the Sony transmitter will work with anything with a standard jack.
And the sad part, is that Jabra isn't making anything like these headphones any more. Their latest stereo product lets you listen to Bluetooth music with a corded headset. Who wants that?