You can't get American radio in Canada on a portable device for one, no antenna is that powerful not to mention AM and FM radio stations are broadcast in analog signals, HD Radio is a digital signal which requires every radio station to install new technology in order to broadcast it and so far no Canadian radio stations have invested in it that are either worth listening to or worth buying a Zune HD for. So in reality if you want the HD radio, you wind up with an analog signal if it even is compatible with analog. Do you think Canadian radio stations really have 200k each to pony up for the addition of HD radio? No they don't. And HD Radios are limited to each country based on what I have read, in other words you can't import them and expect the HD radio to work, maybe analog does but what is the point in having a feature that half the world won't even adopt anyway? The European Union has Digital Audio Broadcasting in many regions as it is, hence why the Zune HD won't come out there.
Shit if I wanted high quality radio I would just buy a damn portable satellite radio and pay the fees, that way I get more content out of it and no commercials.
And the iPod Touch has more capabilities then the Zune HD could ever dream of, fuck radio when you have a huge ass music library and can just listen to stuff online over wifi, and use Skype and various other programs.