I've been doing this for years, but I start at the top, sew to the bottom of the zipper, pivot the fabric, sew across the bottom, pivot again, and sew up the other side. This way there is no need to stop sewing to move your zipper foot to the other side of the needle - it's done in one continuous seam and you'll have beginning and ending threads only at the top.
Don't forget there will be a facing at the top of the zipper which will have to have its raw edges turned in and hand-stitched to the zipper tape.