I've noticed in the first episode's end sequence that there is a picture of Melissa looking towards Zack, and she seemed to blush a very, very, very, very little. It's really hard to see, maybe that's an optical illusion. Anyway, that's not impossible, after all, Melissa and Zack are the only two brave enough to befriend Milo, they surely think they have something in common.
During their quest in the school, Melissa literally embraces Zack to say "that what makes it questy". She keeps embracing him until he gently push her away. They stay like that for a few, he keeps his hand on her cheek and she is totally laughing. They play in a different way that what would someone do with a simple friend (not only in that episode by the way). Other point: Melissa looks disappointed when she says that Crystal likes Zack. Well of course she's disappointed because he keeps his behaviour against the "quest thing", but who knows, maybe... Well, by the way, I am sure only of the first of these two proofs.
They often look at each other in a "special way"...
Also, check this picture. Is even possible that someone needs more proofs NOW? Thanks to PL for uploading it.
When in the episode "the undergrounders" Melissa and Milo got stuck under rocks, Zack said: "NO! Melissa!"(short pause) "Milo!". This may mean nothing, or may mean that Zack feels something for her too...(the last part is said like a little song, or, you know, it's hard to describe, it's similar to when you tease someone... urgh! If you can't imagine my voice saying that, then nevermind.)