Zones are just ways to break up your watering into different areas so you can adjust the water according to need. That way you can make one zone for a part of your yard that needs more water and other zones for parts that need less. It's also a way to make sure there's enough water pressue to run all the sprinkler heads correctly. (If you turned everything on at once, the water would just dribble out at low pressure.) The trick is not to add too many sprinkler heads to one zone so the pressure drops too low. There are usually charts listed on the box or manual that show you how to calculate that. (sprinkler head flow rate x number of heads, etc.)
You can also compensate for lower flow rate heads by running them longer. When all is said and done, you still need to do a bit of adjusting to see if it's delivering what you need. Luckily, sprinklers are pretty easy to add or remove. It's all PVC pipe which you can cut and glue together quickly.
The hardest part about installing them is digging the trenches. But once you have them dug, putting the pieces together goes pretty fast. I'd also recommend running the system to make sure everythings working and you don't have any leaks before you fill in all the dirt.
Also, it's a good idea to use larger pipe for longer runs (or up hills), so you don't lose to much pressure. You might use a 3/4" pipe to the edge of your yard, and use 1/2" to branch off of it, for example.
It's been my experience that getting a crew to install sprinklers is not very expensive, but I'm sure it depends on the area. I'd probably hire some cheap labor to do the digging and do the sprinklers myself. (But that's just me