In a recent post to his blog Lee Davis gives an example of using the Zend Framework's pagination functionality, complete with some CSS to style it a bit better than the defaults.
One of the reasons why zend framework has been so popular is due to all the hard work put in to make sure components are extremely configurable. Sure there are default behaviours, but nothing is assumed and anything that needs to be overwritten or reconfigured can be. A strong emphasis on configuration over convention means you'll never be lumbered with code that just can't be changed. Zend Paginator is one of the smaller components of Zend Framework that allows you to get a simple paginator up and running on your listings or search pages in a matter of minutes.
Included in the post is a cut-and-pasteable view that creates the Previous/Next links as well as including the first/last page numbers and a few around the current page.