Why do thunderbolts zigzag?

Lightning bolts strike the ground at right angles and they also leave the clouds at right angle because both are conductors (in that context). If the cloud base is not quite horizontal, the lightning bolt will not be straight down. Between the base of the cloud and the ground, lightning then follows a path where there are more impurities in the air. These impurities make it easier to create the ionized track that lightning likes to follow. As you might suspect, the impurities are not organized in straight vertical lines. This is why lightning follows these jagged paths.

For a lot more on lightning, see one of my favorites websites, How Stuff Works. 

To see John Travolta getting zapped, try this simulation (it's related).