In Bern.
Here're the contact numbers: 031 351 11 10 / 031 351 10 46
You should be able to obtain a visa by mail, depending on your citizenship. Should be very straightforward (once you pay the fee, of course). Call and ask before you go...will save you time and money.
The last I checked the Consul General in Zurich is an honorary post (the gentleman is actually from Panama) - the actual consular section, which deals with visas, etc. is based in Bern or in Geneva.