Zune introduced the Smart DJ playlist which is a great feature to use to have the Zune software build a playlist based off a song, album, or artist that you select.  The playlist will include items from that artist, related artists in your collection, as well as artists from the Zune Marketplace so long as you have a Zune Pass.  This feature is very similar to what you would experience with Pandora.  The major difference is that you can sync these lists to your Zune device and enjoy the tunes on the go.
Creating a Smart DJ Playlist takes two simple steps:

  1. Find a song, album, or artist you want to create a playlist from and right-click then choose “Create Smart DJ playlist”
    SmartDJ-step1
  2. Give the playlist a name (or keep the default) and click “Ok”.  If you want the playlist to update itself periodically, click the checkbox.
    SmartDJ-step2
  3. Watch in amazement as the Zune software builds your playlist and grabs marketplace content (Zune Pass subscribers only).
    SmartDJ-step3

When the playlist is ready you can sync it to your Zune device.  Enjoy!