I don't know about everyone else; but I didn't really like any of the default Zune backgrounds provided in the new software.
Fortunately, they're rather easy to change. All you need is a copy of
Resource Hacker and a program that can output PNGs to your liking. You'll find all of the files mentioned here where Zune gets installed (C:\Program Files\Zune -- not sure if the install process lets you choose a different folder.)
Zune's UI stores its PNGs in 1007x756 at 24bit. You can make one of your own; or rip out one the existing ones :
Open up ZuneShellResources.dll in Resource Hacker, navigate down RCData and find Framebackground##.PNG -- these are the raw PNG data stored. Highlight any of the 1033 branches under one of these PNGs, and simply go Action -> Save Resource as Binary file. Name it, zuneback1.png or something. As long as it's a .png file you should be good.
To replace the image, choose Action -> Replace other Resource. Choose your new PNG image with Open File with New Resource...
Resource Type = RCData
Resrouce Name = FRAMEBACKGROUND##.PNG -- it's important that you do not make up a new number, and to simply replace one of the existing ones (00-05)
Resource Language = 1033
Once done, save it out and enjoy,
Bonus points if you want to rename your new image. These are found in the ZuneResources.dll.mui files in your locale (en-us for me). Go to String Table -> 2275 and 2276. Change the name according to the file you replaced (00 = Phyta = FRAMEBACKGROUND00.PNG, etc). Compile Script and save.
The rest of the Zune UI is in this file too, so you can change a whole ton of other things, including your Zune device images (scorpius, keel and draco). Remember to backup. Resource Hacker does this for you, but good to keep a virgin copy somewhere. Here's my current setup.

click for larger.
Remember, you make it you. I totally did
