sell ur zen and 5800, it will increase ur budget and buy a good phone is my suggestion.
Unless you are a real audiophile and require really good quality music. Because a phone worth over 10k will be as good as an ipod atleast on normal earphones.
Another suggestion would be to pick a phone with a 3.5" jack which is becoming the standard and buy good earphones/headphones along with it, will enhance the music experience