In 1999, Song joined his first 20-20 club and became a member of the Korean Series championship team. In 2000, he joined his second 20-20 club, batting a career-high .338 and having his first 30+ home run season (32), and won his first Golden Glove Award after the season.
In 2002, Song posted career-highs in home runs (38) and RBI (104), and won his second Golden Glove Award. However, Song was hampered by arm injuries during the whole 2003 season, batting only .253 and hitting a career-low 9 home runs.
In the early 2000s (decade) Hyundai Group ran into financial problems, and they eventually abandoned the Unicorns in 2007. The team was sold and became the Heroes. After a series of fire sales for the Unicorns' best players and franchises in the 2007 offseason, The Heroes kept attempting to trade Song for another big deal. However, prior the 2008 season, Song announced that he would stay in the Heroes, accepting a 60% salary cut offered by the team. In 2008, Song batted .280, accumulating 13 home runs and 62 RBI. On April 20, 2008, he hit his 250th home run, which was the 9th record in KBO league's history. In 2009, Song had an offensively productive season again, batting .289 and posting 22 home runs and 67 RBI. On May 19, 2009, he had his 1700th hit in his career, which was the 5th record in the KBO pro league's history.