I think this is old but I am blogging it anyway, haven't seen it often in zsh rc files.
local knownhosts
knownhosts=( ${${${${(f)"$(<$HOME/.ssh/known_hosts)"}:#[0-9]*}%%\ *}%%,*} )
zstyle ':completion:*:(ssh|scp|sftp):*' hosts $knownhosts
Enables host completion for ssh, scp and sftp based on what you have in your known_hosts.
Don't forget to set
HashKnownHosts no in ~/.ssh/config