I used to be a big ZeroMQ fan, but honestly, the library trades sanity for performance and has collapsed in on itself because the code is no longer maintainable. Last I checked, it's being completely rewritten in a different programming language. Maybe the result will be fine, but the core features of retrying connections and remembering dropped messages for clients that disappear temporarily are easy enough to write yourself.
(I do like Mongrel2's use of that feature to allow me to make an HTTP request and then start the backend server. And the right place for this is a library. It's just that ZeroMQ had too many features and too much code.)