I bought a SanDisk 4GB Extreme III Class 6 for my SLR camera and tried it on the ZEN and hell it works really well. Transferring videos take very less time than compared to my older Kingston 4Gb sd card which is rated at class 2. Granted its much cheaper but the SanDisk Extreme works much better and gets things transfered in less than half the time.
Also if you want to copy several albums at once the card does not ive a problem like my older one did. More than 2-3 copies together and everyting used to go white. The real reason why i am so psyched is that i also tried a class 4 sd with the zen and i did not notice much of a speed bump!!
If you are thinking of getting a new SD card or upgradeing your sd card get a class 6 SD card even better would be to get the SanDisk Extreme III !!!
It add's omph to the old hag!!!