Brian Farnhill talks about an interesting approach of deploying zoneless web parts by using a Delegate Control in your master page or page layout. See his blog post here: http://pointstoshare.spaces.live.com/Blog/cns!AEC42F315B4528B0!3247.entry
The idea is that you add a DelegateControl in your master page or page layout and configure it’s ControlId to a unique id that you are going to define in a separate feature by using a Control element. This way you can replace the control/web part without the need of changing the master page but only by updating your feature. Even more you can activate different controls in different sites by activating different features in those sites, which define different controls with the same Id that matches the ControlId configured in the DelegateControl.
When SharePoint is searching for the control specified in the DelegateControl it can also search only features of a specific scope i.e. Web, Site, etc. This can be configured from the Scope attribute of the DelegateControl. Also you can configure only one control to be rendered or all controls with this id to be rendered with the AllowMultipleControls attribute. If no matching Control element could be found, then no control is rendered i.e. if you want to remove the web part, just deactivate the feature. Additionally the DelegateControl allows a PrefixHtml and SuffixHtml to be defined.
You will probably want to use this approach when you need for different sites to show different web parts on the same location of the page. You do this by using a single page layout (or master page) with a single DelegateControl and then activating different features on those sites which will activate the different web parts to be rendered. Very nice indeed!
Delegate controls are used for defining the search controls in SharePoint. The web controls that are going to be hosted must be registered as safe. You can also host ASCX web user controls the same way.