Zed is very fun to play and his abilities are very diversified. I personally believe that he's made up of Kennen, Kha Zix and Rengar. He is fun to play and enjoyable. You can troll your opponents with W and spam with Q.

If you play on a a lane you should definitely max Q to harass opponents and if you jungle you should max E because it has a low CD and strikes units around Zed.

I'd go with Flash and Ignite as they are the most useful, but you can use exhaust instead of Ignite, as Ignite may not be so helpful late game. Exhaust can be well combined with ultimate.

To sum up Zed should be played as a tanky bruiser. If you fail your escape techniques , W and R, W mainly, you are doomed. So watch your moves!