An advantage Zune shares with iTunes on iOS, and has over all other potentials rivals on the Windows Phone platform, is its integration with the mobile operating system. It's not just the reduced likelihood that people will turn to third party options when one is available by default that helps Zune. You only have to start downloading and playing music to realise why Zune's proprietary nature is, currently at least, so important - backgrounding.
Where third party apps are killed the second you exit them, Zune downloads are allowed to continue even when you navigate away from the store, and of course Windows Phone 7's media player is allowed to do its work while other applications are running. Hopefully a future update will open up the ability for third party apps to run at least some tasks in the background iOS-style, if not going the Android route of full multi-tasking, but for now Zune is the only music service that can run completely unimpeded on Windows Phone 7.
Considering a Zune Pass costs less than purchasing only one album a month you might wonder why you'd want to buy music at all. Audio quality would be one reason; where Zune Pass tracks are 192kbps WMA files, purchased downloads are 320kbps MP3s. The difference is definitely audible - played from a Samsung Omnia 7 through a pair of Grado GR8 earphones there was a tangible improvement moving from streaming to having paid for and downloaded Kanye West's My Beautiful Dark Twisted Fantasy. Not, however, so much that we'd be unhappy using a Zune Pass on a regular basis.
Perhaps the more pertinent reason for purchasing music rather than streaming it is that, rather obviously, you actually own the tracks you buy. Although a Zune Pass lets you download tracks, they're protected with DRM, such that you can have them, on up to three PCs and a further three Zune devices. That's fair enough, and more generous than we think any user will need, but the problem comes should you stop paying for a Zune Pass - without a subscription those files are rendered useless.
That tracks made available to holders of a Zune Pass are locked-out once that pass expires isn't something we'll criticise the Zune service for, however. If that's the price that has to be paid for downloads on a subscription music service being possible at all, we'll happily pay it.
It's not hard to call Zune the best music service currently available on Windows Phone 7 - it's the only one. Competition is coming though; Spotify has announced that its own service will be arriving in the near future, and you can bet it won't be the last. And even so, it will be a while before the comprehensive options offered by Zune, through both the Marketplace and Zune Pass, are comprehensively rivalled, not just on Windows Phone 7, but Android and iOS as well.