The best advice i can give you is to avoid connecting CD or Zip drives to the same cable as an HDD, as their data throughput is only 33Mbps rather than the 100/133Mbps of HDDs. Each IDE channel is restricted by the slowest drive connected to it. Your HDDs will be happy on the same channel, but remember to set each jumper switch correctly; the drive on the end will be Master and the middle connector will be Slave. Check your HDDs manufacturer website for specifics. The CD drives will be happy together, but if you make direct disc-to-disc copies, you'll find it really slow; make an image of the source disc on your HDD first. Nero and similar programs will allow you to do this.
As for the Zip, that might as well sit on the PCI card, with your HDDs on IDE1 and CDs on IDE2.