I laned against one as Vlad today...Ziggs can do good damage, but it's insanely mana-intensive. It's like the easiest way to beat him is to start boots+3 pots and run around, becoming insanely aggressive when he runs low. Not to mention that Vlad is Vlad though, so I just had to wait for some gold to do more damage and heal (Revolver). I definitely agree with everyone's assessment; don't let him get blue. The only reason he doesn't demolish a lane is because he doesn't have the mana to do so. I'm guessing you'll need mp5/lvl yellows, the mp5 mastery, and a couple of Doran's Rings to stay in lane as Ziggs.
His ult is insane though. There you are, minding your business and then "is that a gray skull? Shit, I should HOLY FUCKING HELL THAT'S A FUCKING BOMB HURTLING TOWARD MY TINY BODY SHIT SHIT SHI-" dead. The ratio is fine, it's just that massive radius that's insane. Leading people with it? No need, it's wide enough to catch everyone in a teamfight.