Zeus is a strong nuker. Each of his abilities allows him to deal incredible amounts of burst magic damage, making him a popular pub stomp hero. Because of this one dimensional nature of the hero, however, he is very rarely picked in competitive Dota.
Skills
Skill Arc Lightning first to help with last hitting, but max it last.
Skill Lightning Bolt last but max it first, as your main nuke.
Skill Static Field second and max it second, after Lightning Bolt.
Always skill Thundergod's Wrath (levels 6, 11 and 16). Use at the start of teamfights or in order to secure kills on enemies that are likely to escape.
Items
Starting Items: A set of Tangos, a Healing Salve, 3x Iron Branches, Clarities.
Core Items: Bottle, Magic Wand, Arcane Boots
Luxury Options: Veil of Discord, Aghanim's Scepter, Refresher Orb, Bloodstone.
Situational Items: Force Staff, Eul's Scepter of Divinity, Ghost Scepter, Scythe of Vyse, Necronomicon, Heaven's Halberd, Boots of Travel.