I just successfully integrated Disqus into Zinnia.
Because django.contrib.comments is so tightly coupled to zinnia, I decided to take the easiest route.
Don't worry about removing the contributed django comments app. For each blog entry you want to uncheck "Comments enabled".
Then create your own zinnia theme and copy zinnia's entry_detail_base.html
into your theme. In that file replace the contents for the block entry-comments
with the code disqus provides in http://your_disqus_shortname.disqus.com/admin/settings/universalcode/
Turns out, it's a pretty easy solution.