When I had my Zune HD, the one thing and only thing I hated about it was the onscreen keyboard. Typing was a pain on the thing, I can't imagine why would anyone text with the Zune HD.
Sign up for a google voice account, and then forward your messages you receive to your email. Then sign into the email app and reply to messages from their.
The best thing i can say is use the web app Google Voice. I know you don't want a web app, but this is pretty cool. You get your own phone number, which you may get to choose, and you can text any number or gmail contact.