Opamp Zener Regulator Configuration
While I agree with Marcus that option 1 seems the most viable, I am surprised that you would still consider a Zener voltage reference acceptable in a power supply today.

For many years now there have been good shunt voltage references, and for the last couple of years the AS431 and TL431 can viably replace a whole range of zener diodes with much better characteristics.
Internally they are not so different to your circuit, with only 2 resistors required to set any reference voltage from 2.5 V up to about 36 V.