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From: Bart Schaefer <schaefer@brasslantern.com>
Message-id: <130401080418.ZM31526@torch.brasslantern.com>
Date: Mon, 01 Apr 2013 08:04:18 -0700
In-reply-to: <51599967.1060406@gmail.com>
Comments: In reply to reckoner <reckoner@gmail.com>
 "How to change order of completions?" (Apr  1,  7:27am)
References: <51599967.1060406@gmail.com>
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To: Zsh Users <zsh-users@zsh.org>
Subject: Re: How to change order of completions?
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On Apr 1,  7:27am, reckoner wrote:
}
}     file.tex , file.dvi, file.log, file.aux
} 
} and I would like to complete on the *.tex files before any other file. 

See here:  http://zsh.sourceforge.net/Guide/zshguide06.html#l159

So something like

zstyle ':completion:*:vi(|m):*' file-patterns \
    '*.tex:tex-files' '*.(c|cpp|c++|h|py):src-files' '*:all-files'