Is it a good idea to use an integer column for storing US ZIP codes in a database?
A numeric ZIP code is -- in a small way -- misleading.
Numbers should mean something numeric. ZIP codes don't add or subtract or participate in any numeric operations. 12309 - 12345 does not compute the distance from downtown Schenectady to my neighborhood.
Granted, for ZIP codes, no one is confused. However, for other number-like fields, it can be confusing.
Since ZIP codes aren't numbers -- they just happen to be coded with a restricted alphabet -- I suggest avoiding a numeric field. The 1-byte saving isn't worth much. And I think that that meaning is more important than the byte.
Edit.
"As for leading zeroes..." is my point. Numbers don't have leading zeros. The presence of meaningful leading zeros on ZIP codes is yet another proof that they're not numeric.
Are you going to ever store non-US postal codes? Canada is 6 characters with some letters. I usually just use a 10 character field. Disk space is cheap, having to rework your data model is not.
Use a string with validation. Zip codes can begin with 0, so numeric is not a suitable type. Also, this applies neatly to international postal codes (e.g. UK, which is up to 8 characters). In the unlikely case that postal codes are a bottleneck, you could limit it to 10 characters, but check out your target formats first.
Here are validation regexes for UK, US and Canada.
Yes, you can pad to get the leading zeroes back. However, you're theoretically throwing away information that might help in case of errors. If someone finds 1235 in the database, is that originally 01235, or has another digit been missed?
Best practice says you should say what you mean. A zip code is a code, not a number. Are you going to add/subtract/multiply/divide zip codes? And from a practical perspective, it's far more important that you're excluding extended zips.
Normally you would use a non-numerical datatype such as a varchar which would allow for more zip code types. If you are dead set on only allowing 5 digit [XXXXX] or 9 digit [XXXXX-XXXX] zip codes, you could then use a char(5) or char(10), but I would not recommend it. Varchar is the safest and most sane choice.
Edit: It should also be noted that if you don't plan on doing numerical calculations on the field, you should not use a numerical data type. ZIP Code is a not a number in the sense that you add or subtract against it. It is just a string that happens to be made up typically of numbers, so you should refrain from using numerical data types for it.