As a way to mark zones and other lasting, area effects, I purchased a set of transparent, colored sheets from American Science and Surplus. I cut the sheets into a 3×3, 5×5, and 7×7 square sizes.
In play, I discovered that the 3×3 sheets worked wonderfully. I paper clipped a variety of sheets to the inside of my DM’s screen. Now, whenever someone drops, say, a cloud of darkness, I can lay down a sheet on the battle map. Because you can see through the sheets, the terrain stays visible. Typically, you only have to lift one or two figures to place a small sheet, which is easier and faster than marking each of the area’s four corners.
After a while, I started leaving the larger sheets at home. The larger areas seldom come into play, and when they do, you inevitably have to lift several miniatures to position the sheet. Remembering the positions of everything becomes a challenge. Then when you remove the zone, you have to lift and reposition everything again.
For larger areas, I now use the boundry markers from Litko Game Accesories. They’re cheap, work for any size area, and allow the miniatures to stay put.