Zune got rolled into Xbox.
Yes there is, try this
Windows Phone Support | Xbox LIVE, Windows Live, & Zune | Windows Phone 7 | Windows Phone (United States)
Or, you can use windows media player just as easily.
There's the new app that's available for both Windows 7 and 8. It enables music, photos and other media to be synchronised to and from a Windows Phone.
Since Microsoft ditched the Zune name, but still has it's technology, why don't they update Windows Media Player to be Zunes successor? I would have absolutely no problem with using Windows Media Player to sort my music, add album/artist pictures and sync my Windows Phone with it. But right now, Zune does that job a heck of a lot better than Windows Media Player. Just merge the two already!
Right, you download on wifi and listen later. I have never physically connected my phone to sync music, I just download everything on wifi.Not everyone can afford big amounts data each month.