I don't really train in Heart Rate zones but if I am thinking straight, wouldn't you always train at the same % of your heart rate, hopefully you would just be faster at that percentage? therefore your training zones would progress with your fitness.

For instance, I will run today at 6:00/ mile and typically this puts me at 160bpm, or %80-81 of my max heart rate(I'm 22). If in 3 months I have gotten fitter and I still want to train at %80-82 the YMCA better get new treadmills, so I can run around 5:50-5:55.

As you training progresses you will want to up the amount you spend at your anaerobic and lactate thresholds, as to increase fitness but this is more to do with peaking for certain races than progressing in your training.