No heat in one zone

I've a 3-zone gas heating system (baseboard). Since last week, there has been no heating on the ground floor whereas the first floor is heating well (the basement heating was not on but it's not working either). There is one circulator pump and three zone valves. I tried switching the thermostats to see if they're the problem; the one from the ground floor worked on the first floor. That excluded the thermostats.
Ground Floor: When the thermostat is turned on, the valve opens up (the lever on the zone valve motor falls loose) but the furnace doesn't fire up. I changed the switch on the zone valve (bought a new honeywell zone valve (8043E1012) and replaced the electric portion of the old valve only). The furnace fired up on e and now its back to its old behavior. We tried draining the system (there are no bleeders on the system) but that did not help either.
Any advice would be highly appreciated. Thx

Check your wiring first and then if it's ok you probably have a bad relay.

Thanks for the response. Could you please elaborate on your suggestion? I don't know much about heating systems.

You can find the wiring diagrams at www.taco.com.

Thanks, I'll check the wiring tonight.
I'd like to clarify my problem further. When the thermostat is turned on, the zone valve open (watching the mechanism) and i hear a click sound but the furnace doesn't fire. The problem persist even after I changed the motor assembly on the zone valve. There are three zone valves and one circulator pump.
Thanks for your help.

The boiler doesn't automatically come on when a zone calls for heat...that is often controlled by the aquastats that are monitoring the boiler water temperature. The boiler will fire to maintain temps between the high and low set by those when the system is calling for heat. So, depending on the water temp when a thermostat opens a zone valve, the boiler may or may not actually fire. What are the water temperatures (in and out) whe the thermostat closes?

If there are no bleed valves, it can be tough to get air out of a loop. It accumulates at the high point and air can prevent the water from flowing though a zone.