If you are looking for a neat way to finish the raw edges on your seams without using a zigzag stitch, you might want to try flat fell seams. This type of seam leaves the inside of your garment as finished as the outside and has a nice topstitch detail on the right side.
Flat fell seams are easy to do. You start by sewing your two fabrics together with right sides together like you would normally do. I usually use a 1/2 inch seam allowance.
|Flat fell seam on the inside|
|Flat fell seam on the right side|