It depends on what you want to add. Combo is everything but Collectables. Collectables is separate due to using content from all DLC, and works best with the Combo. Individual packs are best for compatibility issues. Not mentioned, but also a part of the mod, is the Wasteland edition, which adds some interiors to wasteland-range houses. Personally, I'd recommend the Combo+Wasteland+Collectables installation, because unless you've got something already overriding the relevant areas covered in the mod, there shoulldn't be any problems.
As for zipping, I'd recommend a different tactic. Don't unzip directly to your data folder. Rather, make a new folder with the name of the Combo, then plop everything you want from the mod into it, and use FOMM to make a Fomod out of the folder. Anything goes wrong, just deactivate the fomod.