In-game Zapdos likes Drill Peck. Use a Mild or Rash Nature.
For XD Zapdos:
Modest/Timid nature
-Thunderbolt
-Substitute
-Agility
-Baton Pass
OR
-Thunderbolt
-Substitute
-Metal Sound
-Thunder Wave/Extrasensory
This is for Leaf Green, not XD. I need to train a Roselia so i can get past an Ice Punching Quagsire in XD right now.
Anyway, I was thinkind along the lines of:
Zapdos
Lonely nature (+Att,-Def)
Pressure
-Thunderbolt
-Thunder Wave
-Light Screen
-Drill Peck
Since it's base stat for attack is average, I thought I'd give it a boost. And since Rock isn't used very much, I thought lowering the Defense would be a good idea.
As for the moves, T-Bolt and Thunder Wave are there for obvious reasons, Drill Peck to round it out, and Light Screen for extra protection against Special Attacks.
The only thing I may have a problem with is physical sweepers.