I am a bit opinionated on this, so apologies in advance. I only speak for me and this is meant as a slight to no one. Plus, I hear that I am, no offense, "full of shit.", so take this with a grain of salt...
Self publishing seems fine in some cases. On cases where the author is ONLY published by their press and their press ONLY publishes them, then I think that is looks a bis desperate. EVERY small press publisher that also writes has, at some point, published themselves (myself included.) Of course, sometimes you may have an idea for something that no other press could pull off or you believe in it, but are having a tough time publishing it.
Also, if you are going to self publish, then make it known, or at least don't hide it. I have seen poets that self publish themselves and then talk about how in demand their work is when it is, in fact only being published by them. Even if you only published yourself, it all probably depends on the volume. If you put out a book of yours yearly that would seem to be one thing. If you release 10 books of your work every year then you have to wonder what the point it. Is it, at that point, building your resume? Is it to satisfy your self esteem? Is it because you want the words to be published, but have not sent it out to publishers? None of these questions are wrong, although poets have a hard time judging their own work. what may seem great to you may not be seen as decent by anyone else and your throw away poem could be seen as brilliant.
By ZINES, are you talking about e-zines? I know that in the 90's there was an indie paper-zine revolution, which was very DIY and cool. The e-zines seem most often to have the right idea, but I'm not sure who reads them. Plus, when it is as easy to publish a poem as uploading it to the website, it allows for far too many poems that would not be published in print as print has a different economy. Someone has to like your words to post them, love them to desktop print them, absolutely adore them to letterpress print them and bind in morocco leather hardcover. That is not saying that the morocco leather is a better poem, but the publisher sure stood behind it with massive amounts of time and money. Plus, there are SO many e-zines, blogs, etc, that I am not sure getting published in 99% of them is anything that I would even mention to anyone. There are some big ones, I am sure where you could get exposure.
Anyway, i hope that i wasn't too opinionated or preachy.
...and remember, i may be full of shit.