If your genre is SF/F/H, you might visit Ralan's market site (http://www.ralan.com/
) and see what's out there.
Whatever your genre is, I feel you should think about how to make your zine distinctive. Why should readers support you? Why should authors submit to you? Is there a need you can fill? The answers to these questions should help you figure out if your idea would be worth investing time and money.