Are you going to use ZigBee XBee modules?
If so, I would recommend buying a pair of XBee Series 1 modules. They usually require no additional setup and will successfully form a connection out of the box.
You can code and test your design for a direct serial connection between peers and replace the physical serial connection with the ZigBee XBee Series 1 modules.
I have posted numerous examples and tutorials in the group:
broken link removed Embedded Wireless Networks - WiFi, ZigBee, MiWi, 802.15.4, Bluetooth & RF
The XBee series 2 are designed for wireless mesh networking as such they require considerable setup or initialization before two peers can be connected.
Other OEM ZigBee modules require varying amount of setup/initialization and coding, some require the use of supplied libraries.
Let me know if you have any additional questions.
BigDog