First, obviously, if the employer says send the résumé in a specific format (e.g., MS Word), send it in that format. But when they don't specify, keep in mind realities, practicalities, and standards.
A reality: Because there are a lot of people out there with far too much time on their hands creating viruses to inconvenience others, some employers would rather not open attachments. As a result, you may want to avoid sending your résumé as an attachment, and instead paste it into the body of the email, or you may want to give an employer both options (i.e., send the résumé both as an attachment and pasted into the body of the email).
A practicality: Don't "zip" the résumé. The whole point of "zipping" a file is to compress a very large document, image, etc. Your résumé should not be a very large document. Zipping not only creates an extra level of work for the employer, but not everyone has an "unzip" program (e.g., WinZip, Stuffit, etc.) on their computer. This could delay your application – or worse, mean that it's never seen.
Another practicality: If you convert your résumé into a PDF because it looks so nice on screen, remember the point above regarding attachments. You may want to include the résumé both as an attachment and pasted into the body of the email.
And standards: If you are attaching the résumé, go with a common word processing program, like MS Word, not something more obscure, because the employer's computer program may not be able to translate it. You could also save it as a .txt file (easily done under the "Save As" function of your document) which, while not the most attractive format, can be read by any machine.
And always remember to check your résumé for strange characters, typos, and anything else that won't help you in your application!