Zigs are a devastating tactic. As anything in angling though, there is a time and place. I would say though, if I fished a full year on only zigs, I would catch more than a full year fishing on the deck only.
What I try to do is get the mix of methods right to get an even better return!
Steveo has given some good advice but I have to say, I use the heaviest lead I can get away with. Also, as mentioned by others in this thread, a lead clip is the way to go.
The reasons behind me having a big lead on a clip include making sure it comes off on the take. Most of the time my zigs are fished over two foot deep (not always though). I don't want lead swinging around that far away from the hook when playing fish. The takes on zigs can, a lot of the time, be either screamers or drop backs ( the fish is already moving during the bite). If the lead comes off and with the use of a tight line and heavy bobbin, the drop backs will be more positive.
Another reason for the heavy lead is to do with the distance from the hook again. I want the hook set straight away and the heavy lead helps this. I want the fish to feel it straight away!
Where hookbaits are concerned, I like to use a half and half colour. My starting point is always black and white zig lites from avid. White on top and black underneath. If the fish is over the top, the white will stand out against the dark water or bottom. The black will silhouette if the fish passes below it. These two factors can induce an inquisitive bite.
All my plastics and foams are kept in a pot soaking in thaumatin B, diluted 50:50 with water.
Oh, and zigs at night definitely work!!!!