I train kickboxing at fairplay gym on wehntalerstrasse 441 (
www.fit4fight.ch) and can highly recommend it. You have something like 13 training sessions per week to choose from.
You should however know that it is currently closed for the yearly 2 week 'summer vacation' as the owner (Ivo) is training in Thailand with the national team.
I have previously also been training at 'Asia sport center' close to the uni spital in kreis 6 , (
http://www.asiasportcenter.ch/) , and it's also one of Zurichs better Kickboxing gyms (again mainly WAKO/WKA - LC/SC and some FC).
There are several good Muay Thai gyms in Zurich, but they tend to have a bit 'different' crowd compared to the KB gyms. I would recommend some previous fighting experience before stepping into the ring
Nattha Pong is also on Wehntalerstrasse:
http://www.thaibox-pong.ch/
Fight World in kreis 4 is also organizing MT classes:
http://www.fightworld.ch/
hope this helps..