High quality ZnO thin films were gown using the pulsed laser deposition technique on (0001) Al$_2$O$_3$ substrates in an oxidizing atmosphere, using a Zn metallic target. We varied the growth conditions such as the deposition temperature and the oxygen pressure. First, using a battery of techniques such as x-rays diffraction, Rutherford Backscattering spectroscopy and atomic force microscopy, we evaluated the structural quality, the stress and the degree of epitaxy of the films. Second, the relations between the deposition conditions and the structural properties, that are directly related to the nature of the thin films, are discussed qualitatively. Finally, a number of issues on how to get good-quality ZnO films are addressed.