Snap On and Off Design
The Dragon Shield is comprised of two pieces. What you do is place your Zune into the front piece, ensuring that it's in there nice and snug, and then you snap the back piece into place. This is about as simple as can be and as far as I can tell, it's a perfect fit. No wobbling here.
Getting your Zune out of the case isn't quite so easy. In one of the corners is some separation between the top and bottom half of the Dragon Shield. When I tried to simply pry the two pieces apart, it didn't really work. The provided instruction said to use a coin (or something similar), stick that in the slot, and then rotate the coin. This worked like a charm, but you may not always have a coin handy. I guess your wedding ring will have to do.
Built In Screen Protector
Seeing how the Zune is not a touchscreen device, Agent18 was able to employ a very effective screen protector in the Dragon Shield. All they've done is include a clear plastic portion where the Zune display happens to be. As a result, you don't have to worry about getting a scratch on that beautiful color display. Then again, because the Zune uses a glass screen rather than a cheap plastic one, this isn't much of a concern to begin with. Even so, it's a nice inclusion on Agent18's part.
The design of the case also affords full access to all the ports and controls. This is an absolute necessity, to be sure, but I'm almost inclined to say that they should have had some sort of mechanism to protect the dock connector. Your Zune is not fully protected by the Dragon Shield, because bits of dust and stuff can still get into the connector. Because of the cutout for the Zune Pad and buttons, you may also accumulate some crud over time.
I think this is just a necessary evil and it's not something that will be easily overcome. The alternative would be some sort of silicon skin, but I'm not sure if the Zune Pad would still be functional underneath the silicon.