The Starmen.Net EarthBound 0 Walkthrough
Created by a long list of Starmen.Net staffers and forum-goers, this will one day the biggest and most comprehensive EarthBound 0 Walkthrough you'll ever find on the web. It covers the entire game and also has enemy stats, item info, PSI lists, maps, hotel and shop info, FAQs, and tons of tips and tricks. It's not 100% finished yet, but it's still very highly recommended.

 EarthBound Zero FAQ & Walkthrough by KindarSpirit
The most detailed walkthrough, including enemy lists, character lists, PSI lists, and much more. A must-read for those who want as much game information on EarthBound Zero as possible.
- Recommended -

 EarthBound Zero Walkthrough by EBounding
A very quick walkthrough that is sufficient enough to get you through the game. It makes the mistake of using the Mother 2 names for all the characters (except for Teddy, in which the name Jack was used) which is slightly annoying, but nothing too horrible.

 EarthBound Zero Walkthrough by Ed the Moogle
Another quick guide that is enough to get you through the game. It explains some extras that were hidden in the game which you can access, as well as some general game hints, but that's around it.

 EarthBound Zero FAQ/Walkthrough by K. Megura
The walkthrough is very quick, but the FAQ is much more useful. It contains a shop list, complete with prices, and PSI list, complete with levels. Only use this for the FAQ, skip the walkthrough.