The term "creative zone" confused me, but after looking it up, that's just what they call the shooting mode dial thingy.
I've experimented a bit and right now am inclining towards the Fv mode. Since you're talking focus bracketing, I assume macro. You want to be using aperture 6.3-11, and you'll need a pretty high shutter speed. I've found that anything less than 1/400s for hand-held shots adds a lot of motion blur, and even 1/400 is taking a chance - depends on how steady your hands are I guess. I've had better luck with 1/800. So Fv mode lets you pick aperture and shutter speed, leaving ISO to be the auto-adjust that's remaining, but if ISO is higher than ~1000, your shots won't be very high quality. So something has to give.
Really depends on conditions and what you're shooting. If you're on a tripod and taking a picture of a still subject, I'd set the aperture to f8-11, ISO 100-300 and let the camera do its thing.
If you're more specific about what you're trying to do, perhaps we can be of better help. As it is, the question is rather vague. Yes, you should be using creative zones, but which one really depends on what you're trying to do.