If you like OOP I think you'd like to work with DB using objects. Just read about ORM, patterns that were used to build Zend_Db_Table_* classes and the examples of Zend_Db_Table usage. May be it will help you to see their benefits.
As for me, I try to use sql statemensas as less as I can. Only for complex queris and only using Zend_Db_Select object.