Follow the Information Expert principle in the GRASP guidelines for object-oriented design:
...place a responsibility in classes with the most information required to fulfill it.
So you would write to the log from the class that contains the data you need to log. If the event you want to log pertains to the work of the model, then write to the log in the model. If the event want to log pertains to the work of the controller, then write to the log in the controller.
Do create one log output for an app. Otherwise you'll have to hunt through many log files to find any diagnostic information! You can store a log object in the Zend_Registry
so you can call up the log from any class in your app.
Re your comments:
Better to just fail gracefully if the logger is not found under the expected registry key. By fail gracefully I mean either output an error to stdout (to the web page) or stderr (to the httpd server log), or throw an exception and let the app handle it.
As for dependencies, this is not a problem. Any time a class uses another class you have a similar kind of dependency. See the Registry design pattern.