Quests are probably the best way. Dr. Haswell (in the Xenogen office, SW quarter of Esbeth) pays you 1k each for capturing a male and a female Zil. There's a deposit of Oxonium pretty much straight to south from the first branch in the jungle, which'll get you 5k, though you may want to get a few levels (and grind up Tease) before going to that part of the jungle. Carl (of Crazy Carl's whatever emporium) has a quest for beating a miniboss in the same parts, and while he doesn't reward any money, you get a pretty sweet gun (that you can sell, of course). Just ask him about the ZK Rifle in his Buy menu.
Once you get to Tarkus, having decent Int lets you milk the gray goo for samples, which sell for a pretty penny. They and sexbots also drop decent amount of money, but at this point it probably won't be a problem, and progressing in the story is probably better use of your time than grinding money. Get Anno as follower, since she buys anything at a low mark-down.
On Myrellion, most of the enemies have a chance of dropping fairly valuable gems, and again, the quests just shove money at you.
Edit: Also, Burt (Mead Hall in north Esbeth) pays pretty well for any Zil crap you happen to accumulate.