I'm presuming you are talking about using a DSLR? I often use mine for videos and this is one of the biggest problems with DSLR video. In general most lenses are not very fluid and the best way to improve the quality is by practicing zooming. After lots of practice I can get a decent fluid zoom on my 24-105. It's also best to zoom slowly to get the most fluid looking shot.
The only lens I have used that worked well was a friend of mines 70-200mm 2.8 IS II, although thats out of most peoples budget