So I received the Premium earphones this week in the mail. I've put in a good couple of days of use, and gotten a nice feel for them now so figured I'd share some thoughts.
First off, they come in a nice little case, which holds two other ear sizes in the bottom half, the third being the one you've chosen to use. So three different sizes to pick from to fit your ear properly. Let me get this out of the way, I find they are pretty finicky about staying in my ear. This is the first time I've footed the extra bill for "better" buds than the ones I've gotten with my DAPs. (I have a small little collection now!) I first went with the smallest size, figuring, hey, I've got what I think to be smaller ears, but after the first day with them, I realized my ear canals are bigger than I might be willing to accept. The phones kept falling out of my ears, so I went with the biggest ones and they surprisingly fit better. Watch out when you yawn Zuners, the muscles in the ear open up just a bit, and suddenly they'll fly right out into your cereal (true story). So first con, they don't stay in the ear too swell. To get an idea about the sizes, I've included some pics of each size on the buds.

No ear piece.

Biggie Size

Medium Size

Small Size
So, that leads me to what matters most: THE SOUND. Okay, this is how these puppies work. You have to get these things to the "sweet spot". They work like ear plugs. There's a point where ear plugs block out the most sound, well making the best use of these earphones uses the same principle. When they are in, canceling out that noise, the sound punches, it's crisp and full. To get them "in" you actually have to do a bit of a twist, like you're screwing them in, pushing them in doesn't work as well. After you get them in just right, the biggest thing you'll notice about the sound is the bass. The phones seriously have some kick. I suggest some good hip hop, or some booming techno to really see what these things can do. Acoustical stuff sounds really crisp as well. BUT, with extended movement, the sweet spot goes away, and the buds become slightly loose, and often times plop right out. I swear they have a life of their own sometimes, and it almost seemed like a couple times, the phones jumped out of my ears
due to the increased bass. If you ask me, these things are best used for times when you are stationary. Running, jumping, and sometimes walking are gonna mess with the SS (sweet spot) not to mention yawning

.
Just a few more thoughts. They have, just like the regular zune buds, the same magnetic feature on the back to keep them from getting up and tangled, but sadly unlike the regular buds, the cord on the Premiums are about six inches shorter. That sucks, I like longer cords. The following pics illustrate the aforementioned:

Magnets and R&L!

The earphones on the other end are equally paired, I swear!
All in all, the Premiums are actually awesome if you're able to just sit and listen. They sound fantastic. But if you knock them out of their coveted position, you'll loose most of their intended power. Walk with caution, and don't use them while eating or brushing teeth, otherwise you'll enjoy the increased harmony and bass.

Disclaimer: Due to different ear sizes, experiences may vary.