"For example I am a big Alice Cooper fan and I have several Alice Cooper albums on my Zune, but Alice Cooper does not show up as an Artist on the Zune, only the albums titles do."
Sounds like your meta-data is screwed up then - which isn't the fault of the Zune. On the Zune desktop software, find those albums, right click on them and select EDIT. I bet you'll see the artist field missing or incorrect. The Zune is only reading what's there.