I've found a quick test for zero compare from AtariAge: "abs Rn". This is two clocks faster than the "mov Rn, Rn", but destroys the value. In order to use this, I'll need to check to make sure the register is no longer used. A similar test would be "inv Rn", this saves four clocks.
Another thing I've seen is to use "cmp *Ra+, *Rb+" to increment two registers at the same time. That could be an intersting optimization, but hard to use.