First of all, I want to say that the most part of materials for this article I found in the internet.
This is an agregation of usefull tips for zsh.
Here is my .zshrc file: https://gist.github.com/Frostman/1754521#file-zshrc
There are a lot of terminal's improvements, such as extended autocompletion and forced rehash.
I use this configuration at Ubuntu 11.10 and Mac OS X 10.7.3.
You can activate autocompletion by Tab button and control it by arrow keys.
It works with files, directories and hosts.
I don't have much experience in configuring zsh, but feel free to ask me about something you are intersting in.
P.S. Some screen shots of my terminal: