Hi Tom, I've written a script to do exactly this. I use it all the time. It selects a state plane zone based on the current extent of the data frame, and if the extent spans more than one zone it will add the zone layer to the display so the user can zoom in and rerun the tool. It shouldn't be too difficult to modify the code for your own needs. I've packaged the toolbox, prj files, and script in this zipfile. Just unzip this folder and add the toolbox to ArcMap. Make sure all the little files stay in the folder just as they are. Are you using 10.1? If so, I may take this opportunity to finally turn this concept into an addin.
Adam