I have a circuit that uses regular diodes, and I only have zener diodes in hand. As I understand, zener will conduct after a certain voltage in reverse, so all I have to do, is pick a voltage that is slightly higher than my circuit will send to the diode, and it should not conduct in reverse, and work like a regular diode. Am I right?
If your circuit requires a small signal type diode that operates at extremely low leakage current in the reverse bias direction then a Zener diode may not be the best choice as they could have higher or lower reverse current. The only way to be sure is to study data sheets from reputable suppliers or to measure sample lots of diodes in an application circuit to ensure operation at acceptable levels of leakage.
Even though simulation is not the same as reading data sheets for worst case conditions it can shed some light on my point that you need to be careful about this. Using this simulation circuit with some common part simulation models:
You can see that the Zener as D1 has many orders of magnitude more leakage than the other two diodes. In addition to that notice that the 6.2V zener shows better under simulation conditions than the common 1N4148 signal diode.