ZLE (Zsh Line Editor) is the component of zsh which reveice all keybaord events. Though ZLE have several builtin components, it's easy to create new ones. For example, I always dreamed about a widget to apply a regexp to whole buffer except the command. Here the code :

autoload -U read-from-minibuffer

# Define a new function which apply a regexp
# to all words but the first one (the command)
regex-edit () {
        # REPLY will be filled by read-from-minibuffer
        local REPLY words
        words=(${=BUFFER})
        read-from-minibuffer "Regexp:"
        if [ -n $REPLY ]; then
                # Yes I know, it's a bit ugly, but how apply a regex
                # in pure zsh ?
                BUFFER="$words[1] $(echo $words[2,${#words}] | sed ${REPLY})"
        fi
}

# Create a new ZLE widget
zle -N regex-edit

# And finally bind it
bindkey "^[e" regex-edit

Example :

% echo toto (press ESC-e)
Regexp: s/o/a/g
% echo tata