Motorway A28 runs right through town. It has four ramps in Zwolle, of which two are useful for hitching; 19 and 20. Use ramp 19 (Zwolle-centrum) for both north and southbound hitchhiking; and ramp 20 (Zwolle-noord) for northbound hitchhiking.
North towards Leeuwarden, Groningen
On-ramp 19 is within walking distance (~1km) of the city centre. Get to the Pannekoekendijk and walk in northern direction until the roundabout. Turn left here on the Burgemeester Roelenweg. After 400m the on-ramp is on your right. It has a nice hard shoulder with plenty of space for cars to stop.
On-ramp 20 is just as good as 19, but has less traffic and is further away from the city centre.
If you need to go towards Leeuwarden, try to get a ride at least to Meppel on the A32. On the other hand, if you Groningen is your destination, try to get a ride to Hoogeveen. Otherwise, get out at the service station Dekkersland and change cars.
South towards Amersfoort, Utrecht or Apeldoorn, Arnhem
Walk to on-ramp 19 via Pannekoekendijk and then Katerdijk in western direction. Go under the overpass and find the on-ramp on your left side. The highway splits very soon after this on-ramp, so make sure to get a ride in the good direction. The A28 takes you towards Amersfoort, Utrecht and Amsterdam, the A50 to Apeldoorn and Arnhem.
South-east towards Deventer
There are two options to get to Deventer, based on the part of the city you're in. If you're close to the city centre, follow the advise above regarding direction Apeldoorn, and ask to be dropped off at exit 26 (Vaassen). From here you can hitchhike through the countryside in eastern direction on a straightforward route to Deventer.
If you are more in the south-east of the city, get to the roundabout on the N337 just after the crossing of the IJsselallee and Oldeneelallee. An alternative if you don't mind walking is getting to the crossing of the N337 and the Hollewandsweg at very south-eastern part of the city.
Other useful info
Ramp 21 (Ommen) is inconviniently located in an industrial estate on the north side of town, but does get a fair amount of traffic from the surrounding towns, and ramp 18 (Zwolle-zuid) is basically just a big roundabout with no good place to stop, at least not there where the traffic isn't going at least 80 km/h. The on-ramp in the direction of Leeuwarden does have a hard shoulder, but traffic is still fast here so it might be hard to stop cars.
South of the city centre is a park called Het Engelse Werk / Spoolderbos. There are some quiet places here where you can pitch a tent. To get there follow the Nieuwe Veerallee and cross under the N337 through the pedestrian/cyclist tunnel.