Examples in this video are based on Drupal 6 and its variants.
Can't get the search displaying on your site? Make sure you enable the search box in the theme configuration area, and make sure that the permissions are correct. (By default search is disabled for anonymous users.)
We often get asked "which base theme should I start with?" I always tell people that it really depends on 1) your expertise, and 2) what you're starting with. If you've got a lot of CSS talent and you're starting from scratch with designs in Photoshop or Fireworks, then I'd say that Zen, or another base theme, is a great way to go. However, if you want more control over your HTML or if you're starting from a design which has been created as (Dreamweaver) HTML/CSS, then it's probably easier to just start from scratch, out outlined in this video.
The idea behind the Zen is to give you as many ids and classes as you might need to be able to almost create a theme simply by customizing CSS. It should be noted that with Drupal 6 and now Drupal 7, more and more of Zen has gotten into core.
I should also note that many people don't start with any design at all. They'll just start tweaking something until they've got something they're happy with. In this case it might be best to start with an existing theme that has some elements you like and tweak away. However, I've found some themes to be less tweak-friendly than others. Zen is *very* tweakable, but doesn't give you much to start with. Personally, I've had better luck starting in Dreamweaver or Photoshop, but I've also created a few sites by just tweaking away. I'll usually start with Zen for these.