I just bought a pair of Omen bookshelf speakers from Zu and scored a pair of HSU subs on Agon. I am still in the process of putting things together, but I think it is going to be a killer system. I think this might be a cost effective way to get into Zu, for you
I also own a pair of Zu Union speakers which I switch between my Vandy 3a sigs.
The Union were a short run model that, I think, evolved into the Soul and Omen series. They sound pretty nice by themselves, but definitely need subs, if you want the full effect.
There are a few Zu's for sale on Agon right now. I know there is someone on Agon with Omen Bookshelves, but he wants to sell them with stands (-let me know if you want his name). If you do buy used, I would avoid the models with the ribbon tweeters, as they never seemed to catch on.
As far as power amps, I found a McCormack Micro Amp for my little system. More than enough for the Zu's. You can drive them with tubes since they are so efficient, so the choices are endless.