How to avoid no-wrapper tags on regions?
From the code it looks like Zen adds that template suggestion in zen_preprocess_region(), but only to the content region:

elseif ($variables['region'] == 'content') {
  // Allow a region-specific template to override Zen's region--no-wrapper.
  array_unshift($variables['theme_hook_suggestions'], 'region__no_wrapper');
}


If you're editing the Zen theme directly (which you shouldn't be :P) just remove those 4 lines; if you're creating a sub-theme, implement your own region preprocess function, copy the code from Zen's, and leave those lines out:

function MYTHEME_preprocess_region(&amp;$variables, $hook) {
  // Sidebar regions get some extra classes and a common template suggestion.
  if (strpos($variables['region'], 'sidebar_') === 0) {
    $variables['classes_array'][] = 'column';
    $variables['classes_array'][] = 'sidebar';
    // Allow a region-specific template to override Zen's region--sidebar.
    array_unshift($variables['theme_hook_suggestions'], 'region__sidebar');
  }
}