As zerg I tend to be a very macro oriented player. What are some techniques to prevent my opponent from massing a huge death army and rolling me over while I'm droning heavily? How can I abuse zerg's unit mobility, deal damage, and escape with no loses?
So there is no easy way for a Zerg to stop a giant Terran/Toss death ball from forming, but there are ways of making him pay for it, and ways of breaking him before he can form it.
Zerglings in general continue to be one of the most underestimated units in the game. This is party because you have to build such a large number of them to compare to a similar sized army (60 Zergling is the equivalent of 15 Roaches). Additionally, Zerglings rely heavily on their Speed to be effective. If you want to use Speedlings effectively to harass (or Cracklings) you have to remember only one basic thing: Don't pit them in a stand up fight. As a harassing unit, Speedlings largely exists to judge an enemy army strength and look for holes or backdoors to exploit. If that Protoss deathball moves away from his expo, shove 20 Speedlings in his backdoor. Even with just +1 attack upgrade they'll probably destroy every Probe at his natural before he can recall that slow army, and you'll get away with 12-15 of them still alive. Don't be afraid to hit buildings either, cracklings in particular are wrecking balls and can seriously dent his production facilities. Another good suggestion is to back Speedlings with Banelings. Speedlings get it and are frusterating, while Banelings hit the Worker Line.
The other main staple for harassment has always been the Mutalisk. While Muta-micro has lost some of its allure since Broodwar, Mutalisks still remain one of the most annoying units in the game. Remember, never attack with less than 5 Mutalisks (9*5=45), preferably 6. In Muta harassment your number one priority is to keep those Mutalisks alive. The Muta-ball has its strength in numbers and if you start losing a Muta here and a Muta there, your ball is never going to hit that critical mass that allows you to use it for more than harassment (and Ultimately if you're investing enough in it to Harass you need it to get you to end game). Remember that while Workers are always great targets of opportunity (Hold Micro still works for this), that buildings can be great. Abuse cliffs, and be willing to swing around the entire map to attack from another side. Mutalisks are just that fast.
I know this hasn't caught on on the NA servers yet, but in Korea this is a big deal. Infestors are the Dark Templar of Zerg. You get Burrow and then sneak them into your opponent's expo while engaging him else where. While this sounds like a lot of micro its actually fairly easy to perform if you'll take a second away from the battle. You don't have to un-burrow them just through down ~30 Infested Terran and they'll clean up a base. The best part is that he'll never get a warning until they've hatched, you just have to keep his attention away long enough for that. I cannot count the number of games I've lost to Infestors this way. Its what makes Roach/Hydra viable.
Zerg units have two nice properties: fast to build and cheap; as a result you don't have to feel that bad about losing units on an overlord drop. Take 2 dozen Zerglings and drop them in the back of his base and watch how quickly he comes apart. Since people are paranoid about drops, often times dropping a couple units in the back of someone's base will cause them to move their main army away from the front, this provides an excellent opportunity to attack. There is nothing I like to do more against a Bio Mech based Terran than a quick drop in the back and watch him run all his Marines away from his Tank line... just fantastic. You can also do the same with Nydus channels, but there you're counting on him not noticing it.
Every Other Unit
Technically there is no unit you can't use to harass an exposed opponent (I frequently use Roaches just for this purpose), but the key is having a retreat path and re-macro-ing lost units. As you get used to when to hit and when to pull away, you'll find that as long as your harassment is cost effective you actually don't need to keep as much of your army alive. Unlike Terran and Protoss you can rebuild your army very quickly, so try to use that to your advantage. By the same point, don't throw your army away either.
A unit based answer has been posted, so I'll answer based on other considerations...
Your ability to multitask: If the game speed was 1% of normal, almost everybody could keep up near perfect micro/macro. However, this obviously isn't the case. Some harassments require constant babysitting (muta), while others you can forget about (and hopefully notice in later stages.) For easier harassments, banelings work very well. If you reasearch both over upgrades, you can fill a couple overlords with banelings, Shift-queue a path to avoid the army, unload all on the mineral line, and return your overs. Once you've done this you can completely forget about it.
Map based harass. Different maps can enable or prevent harassment techniques. Eg. on metalopolis, you can hit workerss with hydralisks without climbing the ramp. Lost temple provides a fantastic drop location for harassing the natural. Attacking relevant destructible rocks will force an opponent to move their army away from you, work on defense, or lose several workers
Time: Harassment in the end is really about slowing an opponent down. Burrowing a zergling under an opponent's natural will slow them down, as will picking undefended buildings in the main with the help of an overlord's vision. Always remember though, to make a harass worthwhile, your investment (time + resources) must be less than the damage done (time/resources/gamestate misjudgements by opponent)