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In this paper we report on the structural features and optical properties of wurtzite ZnO films epitaxially grown on sapphire, fluorite and mica substrates by means of pulsed laser deposition (PLD). Post-deposition annealing results in a clear improvement of the film quality, reflected by the small width of the exciton-related lines in both the absorption and the photoluminescence spectra. Photoluminescence spectra revealed a multi-line structure which is identified in term of free excitons and excitons complexes with neutral donors and deep centers. The relative intensity of the PL lines mainly depends on the nature of the substrate used. Concerning optoelectronic applications it is especially relevant to investigate the high structural and optical quality of ZnO deposited on low cost mica substrates, in which we observed the narrowest exciton peaks and the lowest surface roughness using atomic force microscopy.