You can obviously use any 3.5mm "AUX" or "Line-In" Jack to play your Zune over the stereo, the only downside is that you can't control the Zune from the stereo, and you it won't charge the Zune.
**If you attempt to charge the Zune while you are playing it through the AUX, you might incounter alternator whine.
As far as USB ports, Zune's built-in DRM feature doesn't allow it to work on USB ports. If you don't use the Zune pass feature, there is a way to hack the Zune, and remove it's DRM features, which then allows it to operate as an external harddrive, (be it with it's D/A built in), and then you can use stereo's like Alpine IDA series, or the Pioneer's with the USB, which offload the D/A conversion to the stereo's own 24-bit converter. (Burr Brown 24-bit in the case of the IDA)