Like Zim, WikidPad uses a single-document interface with a topic tree, but it has a native Windows look and feel, and it can serve as a portable app.
Tomboy, Zim, and WikidPad are all free and open-source.
If you are looking for a commercial desktop wiki, ConnectedText is a good choice. This powerful personal wiki starts at $40, but is a mature product with support for revisions, outlines, tables, and more.
Roll Your Own Wiki
Last, but certainly not least, is the geekiest option. MoinMoin is a Python-based open-source wiki for those intrepid users who enjoy installing server-grade software, fiddling with text config files, and watching log lines fly past in a console window.
Employed in large collaborative wikis such as the official Python wiki and the Debian wiki, MoinMoin is surprisingly easy to install as a single-user desktop wiki. If you already have Python, basically you just have to extract it and run a single Python script to start saving pages. Configuring MoinMoin is a different matter, though.
Deciding which knowledge management system to use is all about personal preference. You may find one you love at first sight, or you might encounter a system that gradually grows on you until you wonder how you ever lived without it. Regardless, having a solid personal database can save you tons of time and frustration.