It's not the first Zune dock (I believe Altec Lansing has the honor there), but this ZN90B one from iHome features an all-important alarm function and fits both Zune and Zune HD models.
The ZN90B dock is available for pre-order now, for $100, and has AM/FM presets, EQ controls and iHome's "Reson8" speaker chambers for what they're calling "astounding clarity, depth and power." It takes a pair of AA batteries when you're on the move, otherwise is charged via the AC charger. Available sometime this month, it'd make a nice buy for anyone who wants to charge their Zune while playing music—otherwise, you're probably better off just plugging the Zune into your existing audio set-up via the 3.5mm jack. [iHome via ChipChick]