A big detailed research piece on zines is on Wikipedia here. I'll share with you my own personal experiences:

While you can purchase zines by mail, many of them are available without cost for effort on your part, called "The Usual".

"The Usual" can be one of several things: an article a person contributes, trade for your own zines mailed to the editor, or an LOC (Letter of Content).

Letters are usually feedback on the previous issue, including replies to questions and comments by other letterwriters (called "letterhacks"). These letters are very similar to Mailing Comments in APAs.

Another similarity: letter writers also have to produce letters on a regular basis, often every 2 issues.

Often professionals will come to zines when they are burnt out by work.

Links:

These are the two zines I'm currently a member of:

• The Knarley Knews (also an archive of past issue PDFs)

This zine accepts fiction and other prose.

• Alexiad - doesn't currently have a Website. Editor: jtmajor(at)iglou(dot)com

This is mostly a review zine. It doesn't accept fiction.

• ZineWiki

There are many zines hosted online at a site called efanzines . I've visited it, but for now want to devote my writing to the two I'm with right now. Adding my own zine's deadline and RPG work, I don't want to be oversaddled with stuff!

Zine definitions:

Distro
Genzine
Perzine


Other zine categories:
Music
Literature
Comix
GLBT
Movie
Television
Eclectic