personally, i agree the usual cal-mag-zn products are not the best solution but i do know folks that have had success using them. it won't be as easy to find a blend containing the best forms of each.
my magnesium comes from diet, magnesium glycinate and magnesium citrate, and my zinc is zinc citrate (50 mg, balanced with 2mg copper citrate). you can get mag glycinate or mag citrate and zinc citrate in powder form if you choose to go the extra mile.
i have found supplementing calcium is not something i personally seem to need, but it is recommended by others. the ratio seems off to me though. supplementing 2:1 calcium to magnesium messes me up. i did buy a calcium supplement once, but quite soon felt (increased spasticity) that my magnesium status was actually suffering. so now, whatever calcium i get myself is in diet and in my multi.