In general, zetas that benefit the whole team (mostly leads, but stuff like CLS's It Binds All Things or Vandor Chewie's Ferocious Protector also qualify) are much more valuable than those that only benefit the zeta'd character.
Other than that it's hard to offer specific advice without knowing what you're working with.
You also need to get a good sense for which zetas are "nice to have" versus essential. For instance, JTR has three zetas, all of which are at least "pretty good." But I can tell you I've only had her lead zeta since I got her over a year ago, and I've never really felt that I was missing much by skipping the other two. They're fine, but they don't transform the whole team the way the lead does.
