Hi Chris,
I use a Zune also. While not indie music, I've got two podcasts that I listen to frequently.
David Warden does some great tri-related podcasts at Tri-Talk that are accessible from the Zune marketplace. The other can get a bit boring, but I've gotten a lot of use out of the Pod Runner music sets. It's primarily house music, but you can download tracks based on a specific cadence. It helped me get steady and improve my stride turnover.

I don't know where you hail from, but if you've never heard of wxpn out of Phila I think you're missing a very good resource for independent and alternative music. I know you have a zune, but iTunes hosts a ridiculous amount of podcasts so you might consider downloading itunes only for that purpose. Back to xpn: it's a public radio station so pretty much everything that they offer is free. If you've heard of the worldcafe with David Dye, that's from xpn, they syndicate nationwide on most public radio stations. Yrock is their alternative rock end, but they're also quite prolific with blues, folk, jam bands, all that. Check it out: xpn.org. I grew up outside Philly so I've been listening for years and they just started broadcasting in central PA where I live now so I have good music that you can't really hear anywhere else and no commercials. Good luck in your search for sanity with music.