I bought a belkin lighted stylus first, for around $6 from buy.com. It's great for being able to use the keyboard in the dark!
Then I saw these, and bought 3 because they're the same price as just a battery. (not that mine was running low).
the Lowdown:
Belkin
You really need some kind of lathe to make the belkin work in your zaurus. I honed mine down and provided the snap ring on just my wood-lathe - it's not too difficult working with aluminum. but it will stick out about 1/4 when all is finished. The led is quite bright. I can type on the keyboard in complete dark by holding this stylus in my mouth.
Saitek
This saitek fits perfectly into the tube and seats with a satisfying click right out of the package, but also sticks out about 1/4. You get a pocket full of "ends" so you could try cutting a few down if you really want it to be flush. It uses an amber led that's not very bright at all. But hey, if all you want is a stylus, it's hard to beat a nice aluminum one for $3 shipped.
update: in complete dark, this led has the best coverage at only 1cm from the buttons. It can only illuminate 6 buttons across on my 5000d. If you really want the light, get the belkin and make it fit. If you don't care about the light (or want to steal the batteries), this is a nice inexpensive stylus.
(This is actually another store front for surpluscomputers.com. You can buy straight from surpluscomputers main store, but it's a dollar more and I don't know about free shipping)
http://www.softwareandstuff.com/dskstmspecial.html