One of the biggest pet peeves with my music collection comes in the form of duplicate tracks, which for me seems to happen often. Anyway, in the new Zune 4.0 software you can easily find and eliminate any duplicates.
Just go to Collection -> Music, then choose Songs (on the right hand side under the search box). From there go to the bottom right (just above the player controls) and click Choose Columns.
That will give you a nice pop-up which will allow you to add more columns to your song list. One of which will be labeled Duplicates. Now that those duplicates are labeled for you, just go ahead and delete the ones you do not want or need.
Of course there are plenty more columns to add such as date added, the play count, track number and more.
Finally, while this is a great tip, it is not one that I can take credit for personally, I found it while browsing Twitter. It comes courtesy of Twitter user and Zune MVP tromboneforhire.