As long as they arent the Thief I's ones, zombies are quite fine, except them, I hated never having enough holy water or fire arrows to kill them all! OTOH in Thief III I used them to kill mechanists in the Cathedral's foundry without killing personally humans (that would have made me fail the mission at top difficulty), then I destroyed them using the various furnaces without wasting even a single arrow. Just for the mere satisfaction, as despite in its predecessors, in Thief III arrows abound.