I bought my Zune because I wanted a very portable game development environment. I have been doing some experimenting with it but haven't gotten very far.
However, I bought a new book from Amazon and I really like it:
Quoted from http://www.apress.com/book/view/9781430218616:
Zune Game Development Using XNA 3.0 is a comprehensive book that will guide you through the many aspects of XNA game development and their specific implementations on the Zune platform. The book addresses Zune game development concepts in detail and shows you how to apply them in practical, step–by–step examples, building complete, working XNA 3.0 examples along the way that you can download and play.
I'm just finished Chapter 3.
So far, it's an easy read and if you type everything in correctly it works.
I think I could teach high school student with this who had had some programming. I will be honest that I haven't done much C# but everything is understandable. I am going to hand the book to a couple of different kids and see what they think next week. I'll let you know.
Here's the project from Chapter 3: http://screencast.com/t/HIWsaWbph
One of the things I like it, is that so far, there has been a project to build each Chapter.