It can feel uneasy in the beginning.
However, I never felt the need to categorise emails that went to the archive. When I need to find an old email, a keyword search is generally enough.
I also feel like having to put emails into separate folders adds more management burden; and the point of Inbox Zero (at least the way I practice it) is also to reduce the amount of work required to manage your inbox.
But as always, the extra steps in your workflow (e.g. adding automated classification rules) are up to you and whatever suits you best. :-)
I'm glad you made the leap to Inbox Zero, though! Hope it helps.
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