Well, I haven't actually tried many USB devices on the Z. Most notably I use the Microsoft Intellieye v1.0 mouse (unpowered), off-brand Playstation2 USB keyboard (unpowered), and a CF reader with a variety of CF type 1 flash ram cards (Unpowered) simultaneously, all through an unpowered Radio Shack portable hub. That seems to be a fair bit to use all at once, considering the power limitations.
The two main powered devices I use are an RCA Lyra 40gb MP3 player/HD, and an Archos MiniCDRW2 CD-RW drive.
I did plug in my USB dlink Bluetooth adapter, but it has no drivers and seemed to make other stuff on my hub stop working until I re-plugged them in. I'm going to guess it needs to be powered. I've got a couple of PCi USB 802.11b wireless cards that I haven't tried yet either, but I don't think they work under linux at all.