Maybe something like
Code:
DECLARE @ZoneValue int
SET @ZoneValue = 0

SELECT
	CASE @ZoneValue
		WHEN 0 THEN '(GMT) ' + ZoneName'
		WHEN > 0 THEN '(GMT+' +  CAST(ZoneValue AS varchar(5)) + ') ' + ZoneName
                WHEN < 0 THEN '(GMT' +  CAST(ZoneValue AS varchar(5)) + ') ' + ZoneName
		WHEN 100 THEN 'Select TimeZone'
		ELSE 'Other'
	END