Zachs bay is the best, but Zach's bay is a zoo.
I have done in 3 times by boat and everytime I do, I say I will never do it again.
Zach's bay is skinny in alot of spots, the bottome is loose mud.
Anchors don't set well, every new boater, ton's of boats, drinking, you can guess the rest.
There are other options.
One is to watch it from the ocean side. The show is not as great, but if ocean is flat, you can float and watch it.
Another option is get to Zach's day or two before and spend the nite in zach's. This way, you get anchored well. If you don't mind being on the hook, this is the best of all options. The day of the show it will fill up. The day before you can probably get a good spot near the shore with a rear anchor out as well if you want.