Two yahoo groups: Zinelist and Fandomswap
Also a website which acts as an agent for fans wishing to sell their zines; prices are set by the zine owners, not the website owners - Make It Go Away.
Two other good sources - firstly The Man From UNCLE exclusive zine search yahoo group - MFU Zine Search and also Slashswap which, as the name implies, deals in slash zines. Happy hunting!
ETA - kimberlyfdr has pointed me towards fandom_swap here on lj too.