The best way to think about zones is "software-defining your SCSI bus". In effect, you are coupling the SCSI bus of some servers and some storage ports together. As others have raised, it can help fault-tolerance, or access-control, or reduce the domain of state-change notifications.
If your storage target triggers a bus-reset, do you want all your servers to see it, or just a few?
Zoning is also like laying out the roads on a map: it defines where traffic is permitted to flow. That doesn't mean your servers will use it, but it does restrict them to certain paths. you can use this to enforce balanced access to storage ports, or to reserve some storage ports for your more critical applications. This seems like a fairly good reason to get into zoning, but -- as others have raised before me -- be deliberate, have a plan.
Some will recommend zoning one server HBA to one-or-more storage ports; others will recommend one storage port to many servers. Still, some will balance a lot of servers and a lot of storage ports in the same zone. Each rule-of-thumb has those who would tell you not to. I tend to recommend choosing a rule, have a reason for it, and stick to it; the fewer devices per zone reduces the domain of state-changes, but is more logistical burden, so be careful what workload you're giving yourself.
Tools like BNA / CMCNE / DCNM tend to help, and OCI tends to help you keep your sanity, but the rules and conventions you choose can help keep consistency across your group. (Caveat: I don't work for the providers of BNA, CMCNE, OCI, nor DCNM, but I do fibrechannel daily)