I've always wondered what kind of security implementations are put in place for devices like this. What worries me the most is the diverse types of devices and how they are able to transmit to remote computers, either by a cable, Wi-Fi, or Infrared. This worries me when I hear about wi-fi capabilities on devices such as the Zune, iPhone, PS3 and some of the other newer gadgets that are out there.
I'm willing to bet that the operating systems on these devices are nowhere near hardened with any sort of countermeasures to protect against this, and that the only way that updates will be thought of is after witnessing a zero-hour attack affecting the device in question.