zsh is the stable shell version. Currently this is on the 4.2 branch,
which is now rather old.
zsh-dev is the development version of the shell. Currently this is
on the 4.3 branch. Unless you are being ultra-careful, this is probably
the one you want as it is likely soon to become the stable version.
zsh-doc is preformatted documentation associated with zsh. The main
shell build already comes with manual pages and a Texinfo source, so
you only need this if you want info, HTML or PDF formats and don't
have the tools.
zsh-doc-dev is preformatted documentation associated with zsh-beta.