By "zig zagging" did you mean going from one edge of the run to the other? That's not ideal, as you're probably not really controlling your speed plus you become an obstacle for others. If you do that early on a powder day then you end up making multiple tracks for everyone to cut across (i.e., you fucked up the powder for everyone). Try not to do that.
Learning to link turns and skid when necessary is how to check speed. As people have suggested before, taking a lesson will make all this stuff clear.
Ok - I hear you saying that linking turns is different than zig-zagging. I'll have to study up.
It seemed like all the skiiers on the hill were zig-zagging to some exent. But if you're saying that's bad etiquette then I'll try to learn how link turns without zig-zagging.