The old Italian Eko guitars (still available from Brandoni in Wembley, UK!) all had zero frets - but of a thicker gauge than the rest of the frets! I suppose this was to allow for wear, but I replaced the zero fret with a standard gauge fretwire on both of mine without any problems - apart from a hernia from carrying the buggers around - they were bloody 'eavy!!

It's fairly common practice on solid body electric guitars, and seems to me a sensible method of construction - getting the slot depths right in a new nut is certainly fraught with problems!

One thing that is likely to make a guitar play slightly out of tune (apart from the obvious!) is the strings being a little too high at the nut - as you have to deflect the string slightly more than would otherwise be necessary, the pitch is raised a little... so it's one area I give a lot of attention to when setting up the action.