If you get this tool, your Z-bends won't be ugly, they'll be quite neat, and perfectly placed...
http://www2.towerhobbies.com/cgi-bin...&I=LXXC81&P=ML

These work well, you just need an L bend and one of these clips...
http://www2.towerhobbies.com/cgi-bin...?&I=LXAZC3&P=7

And these are nice if you are going to fiddle with the link length after installation, or if you have two links on one servo arm (like rudder and nose wheel) and need to be able to adjust on w.r.t. the other...
http://www2.towerhobbies.com/cgi-bin...?&I=LXD925&P=7

Personally, I think the Z-bend done with the tool listed is the neatest and most professional looking of these three methods...