You might try the RWaM (roomwithamoose.com). They have all sorts of stuff there, including scans of the original show scripts and official Nick images (of IZ, of course). I'm not sure if they have soundclips, but I think they have the episodes available for download.
You might also want to try the BBRP (badbadrubberpiggy.com). They're most famous for their screenshot gallery, which contains an image of almost every second from Zim, but they also have other goodies. If they don't have what you're looking for, you could ask in their forums, as I'm sure they'll be able to help you. (I wouldn't suggest RWaM for this, as they aren't too newb-friendly.)
There is also a fan-created game I know of that consists entirely of Zim sound clips. You can find it
here.
I hope this helped.
3nodding