As far as algorithms are concerned:
VHF2L- go to Dan Harris' cosinesystems site (little harder to find than the cubestation one) and go to F2L->advanced tips and tricks (or something like that)->influencing the last layer->VHF2L. Then open a new tab and go to Jason Baum's site and check out the first 4 ZBF2L cases, each in its own tab. Now go to Lars Vandenbergh's cubezone site (in a new tab) and his ZBF2L section, then find the appropriate cases. Now get out a pencil and paper or create some images and get it on your computer like I did. Go through every case and pick your favorite algorithm. I generally go for Jason Baum's but often Harris has an easier way to memorize the case. I used Vandenbergh's site for backup.
For COLL, your going to do the same thing, except you should also go to the speedsolving wiki and look through the CxLL algorithms pages. It's a pain, but well worth it. Baum is the authority on this stuff, but several algs just don't fit my style (aka >6 seconds of execution).
I couldn't deal with the standard recognition system for Sune and Anti-Sune, so I positioned them to be better suited for my eyes and, in my not so humble opinion, better for ZBLL recognition (Harris/Baum style).
So that's my take on actually getting algs together. Is it a pain? Yes. I spent 3 months getting decent algorithms for just 7 COLLs, all of which I had to create myself (or magically discover that it can be done as the inverse of another).
Now to the original questions:
Full OLL is a must to any Fridrich subset. Sorry, but you're going to have to learn it if you want to get really fast. There are some ZBF2L and VHF2L cases that take too long to be practical in solving, and you should realize this and take advantage of the incredibly fast OLLs out there. Besides, OLL is a subset of ZBF2L, where a pair inserts itself when you're not prepared.
I know full VHF2L and COLL (and 1 case of ZBLL), so I'll give you my opinion, but keep in mind I'm only at about 25 seconds or so.
I love COLL. I've spent so much time on getting the algs just right for my style that I couldn't not use it. But it is also a really great system. I love EPLL (slice moves ftw!), and COLL algs are very fast, and very easy to recognize. COLL = win
I claim that if you know VHF2L, you can say you know ZBF2L. VHF2L is to ZBF2L as intuitive F2L is to algorithmic F2L - lots more things to remember in the second set yet the same job gets done. I also claim that you do not know full VHF2L if you do not know the following cases (totaling 56 algorithms):
---Pair already made (the U R U' R' cases), and the mirror
---Pair one turn away from being made (the R U R' cases), and the mirror
---F2L pair in slot but reversed (because so many moves are wasted if you don't know what you're doing)
---Corner already inserted with edge in top layer, and its mirror (because it is a pain in the rear to pair and insert like normal VHF2L would have you do)
It's a long post, but I hope you guys considering VHF2L, ZBF2L, COLL, ZBLL, or just trying to figure out a LL system keep in mind my opinion.
For the record, VHF2L + COLL +EPLL made almost no difference in time over last slot + OLL + PLL, though COLL + EPLL was clearly faster than OLL + PLL. I would like to hear some ZB enthusiasts (*coughCubes=Lifecough*) opinion on what I just said and on the VH / ZB systems in general.