According to the Windows SuperSite blog, There will soon be support for Audible on Zunes. I personally don't care for audio books, but I know a lot of you are inquiring about this support, so here it is. I kinda like the creditabilty of this post too...

Zune and Audible Update
Jerry D forwarded me the following email he received from Audible regarding compatibility with the Zune:

I understand that you have contacted us today in regards to whether or not the Microsoft Zune is compatible with our service. We have great news! After much anticipation, Audible and Microsoft have completed negotiations on making the Zune AudibleReady! While we do not have an exact date as to when the device will be officially AudibleReady, we expect to make the Zune compatible before years end. Our Device Center on our website will be updated upon the Zune becoming compatible, so please be sure to check there periodically.

UPDATE: This one is confirmed! I wrote Audible about Zune compatibility (i.e did the ten seconds of research) and was given the same reply as quoted above.