OMG! Don't even think about using Zip discs as an alternative to CDR! A Zip disc is probably the most unreliable medium you can buy, with the possible (and I mean possible) exception of the old-fashioned floppy disc. (Don't laugh: a good quality floppy disc, looked after properly, was a lot better than we tend to think these days. Sure, I have lots of floppies fail, but my floppies are how old now? Ten years? And not been stored properly either.)
And, as Surreybirder points out, Zip discs are mega-expensive. At my current rate, I'd spend enough on Zip discs to buy a new APO Leica or Swarovski HD scope every year!
Tapes are not a great deal better, and fiddly damn things at the best of times. You can get very cheap storage on a per-MB basis out of tapes, but only if you step up to a DAT drive, and they cost a fortune: roughly AU$1500 for a Sony or a Seagate 20GB unit by the time you buy the SCSI card (and you need SCSI - they are not available in IDE). The tapes themselves are about $20 or $30 each - i.e., the same price as a Zip disc, only they store roughly 100 times more data. Alas, tapes are magnetic, and no magnetic storage device can be trusted for more than about 5 years. They very gradually self-erase. So do Zip discs (not that you can expect the average Zip disc to last for 5 years in the first place), and so do floppy discs -- and so do hard drives.
Hard drives are astonishingly cheap these days and remarkably reliable. But they are no good for the long-term as they self-erase eventually, and they can fail at any time, with or without warning. Sometimes it's possible to take them to a data recovery expert, but it costs anywhere from AU$1500 up to have a single drive recovered - i.e., the prce of a Coolpix 4500 plus a little more.
In short, optical storage is the only viable option. CDR, CDRW or DVD.
Or, as Disraeli once said about democracy:
CDs are the worst possible form of storage ........ except for all the other forms of storage.
(Gahhh - two edits for typos - I'm going to sin-bin myself until I remember how to type without makkinhg soo maany mmiztakes.)