Zinc is a plating, which can wear or scratch off exposing the steel underneath (magnetic). Stainless is solid anti-corrosive all the way through, but is usually more expensive, heavier, and more difficult to manufacture (generally non magnetic - different stainless alloys).
If you're going with stainless spokes, I would think it would be best to use SS nipples as well to remove any weak links in the corrosive properties of your new wheels.
Hope this helps,
-Jay in Philly