Cool. Zero is probably my secondary main. I have a build I came up with on my own for him. I posted it to plebbit at some point because I never saw it anywhere else.
https://www.reddit.com/r/Borderlands/co ... ero_build/
But that's just what I did for fun.
Generally there are two schools of thought on how to build zero: melee or guns. Either way, his Cunning skill tree is the glue that holds him together.
Let's assume you're sniping then. I'd rush for Headshot, Fast Hands, Killer, One Shot One Kill (just reload after every shot and every shot gets the buff when you're sniping) and At One With The Gun. On a normal Zero build, you want all his Deception buffs. But snipers don't spend a lot of time in deception except to reposition. You don't need melee skills either tbh. Two Fang and Rising Shot would be actively detrimental to a sniper build, since you'll never get the benefits of those.
As for which snipers to use, they all have pluses and minuses. Zero has a lot of synergy with Jacobs weapons because of their high base damage, which goes sky-high when you nail crits.