I use the AV cable to play my Zune but for some reason it does not sound as good as playing regular CD or radio. Does anyone know how i can improve the audio sound. It's disappointing but i don't want to buy an Ipod when i already have Zune.

 

There's a lot of variables here that could be causing the problem.
Bit rate, player, file compression, choice of cable...

My iPhone sounds great, but not quite as good as the music box or a cd.

 

Actually, if you buy the official IPhone AV cable from Apple or off ebay the IPhone sounds better then CD and the music box.