Please give us more information about the environment. Are you the only one who needs access to the data? If you die and no one knows your key/password, do they still need access to the data that is encrypted or will other copies of the data still be available inside the company. When the data is unencrypted on your computer at home, do you need to be sure that data is only unencrypted while you are working with it and that no data stays unencrypted in memory and on disk (including old swap files).
How sensitive are we talking? If you are being allowed to take the data home we can't be talking too sensitive, but give some idea.
Zipping files with a password is pretty weak with most software. I am not sure whether it is good form to post example programs for cracking encrypted zip files here, but a quick google search will turn them up.
Some popular programs are:
GNU Privacy Guard downloadable here. The Windows version is command line only.
Pretty Good Privacy has a
Personal Desktop product.
Avoid anything that isn't AES (Rjindael), 3DES (Triple-DES), some people like Blowfish and Twofish (the newer *fish and one of the AES finalists). IDEA is also somewhat popular, but more restricted in use (owned by Ascom I believe).
Not only important is the cryptographic algorithm used, but what it is used in. Avoid any program that uses ECB (Electronic Code Book) as it is insecure and a lot of "snake-oil" commercial products use it. Other modes include CBC (Cipher Block Chaining), PCBC (Propagating Cipher Block Chaining), CFB (Cipher Feedback Mode), and more. Each have advantages and disadvantages. Some make tampering or introducing errors into the data more difficult. Others make it so that if there is an error it affects as little data as possible. Depending on what is important to you should determine which one to use.
I believe both GNUPG and PGP use CFB mode.
If one is worried about where the data is coming from or it being tampered with make sure the program uses a MAC (Message Authentication Code).