What do you already own? Is there another NB master you are looking at?
As mentioned above, Big Z works well with a huge variety of models. Not just, can take a huge variety, but actually works well with. A good second buy, imho, is the Lilith box. Round one obey to move a Mature Nephelim forward makes him a lot scarier and Terror Tots are the best objective grabbers the NB have.
Tuco is another great choice (and he'll work well with Lilith). An Insidious Madness is good if you need to strip Immune to Influence off of your opponents.
Stitched Togethers are excellent as well, though, if you go for them, you might think about just picking up The Dreamer's box as Copellius is another good choice.
I think I could do this all day. What kind of crew are you looking to build? What playstyle do you favor? Tell us this and we can help you build a Zoraida crew that fits your needs.