Zucchini is composed of more water than any other vegetable: it is about 95% water, which is the culprit when it turns into a hot soggy mess when cooking. Here are several ways to circumvent the sog:
Slice it paper thin, or better yet, shred it, into a strainer and salt it liberally, tossing to coat. Drain slices for about 30 minutes, shredded zucchini about 10 minutes. Rinse thoroughly and wring dry in clean kitchen towels.
Try cooking it in a ridged pan to let the water run off.
Cook it in batches, in a single layer, which allows moisture to rapidly evaporate. Let it brown on the bottom before turning it, and flip and turn it rather than stirring it; stirring will release more water.
If using it in a casserole, always sauté or grill it first.