It all depends on the context
, really. '0' could be pronounced "zee-roh" or "oh," depending on if it is sung in a radio jingle
. For example, Houston
residents will remember the phone number for Gallery Furniture, "six-nine-four, five-five-seven-oh" but my phone number in Houston was "nine-three-zero, zero-two-nine-two."
And don't forget that the Artist Formerly Known As A Symbol But Then Changed It Back To Prince was doing this long before the l33t hax0rs -- ie. 1990's and recent script kiddies -- caught on: "I Would Die 4 U" and "Nothing Compares 2 U" (he did write that one!) In this case particularly is pronunciation self-explanatory.
A final case in which not only context, but subject matter knowledge, is important for pronunciation of the number '3' would be the one presented by Tom Lehrer in his work An Evening Wasted With Tom Lehrer, 1959:
I am reminded at this point of a fellow I used to know whose name was Henry, only to give you an idea of what a individualist he was, he spelled it
H-E-N-3-R-Y - the three was silent, you see.