How can I view gzipped files in less without having to type zless?

Use zcat, then pipe it to less.

$ zcat $FILE | less

You can configure the key bindings and set many settings for less in a file called ~/.lesskey. Once you've created the file, run the lesskey command; it generates a file called ~/.less which less reads when it starts.

The setting you want is LESSOPEN. It's an input formatter for less. The less package comes with a sample formatter in /bin/lesspipe; it decompresses gzipped files, shows content listings for many multi-file archive formats, and converts several formatted texts formats to plain text. In your ~/.lesskey:

#env
LESSOPEN=|/bin/lesspipe %s

I'm using IBM and when using zcat, it will complains that it can't find the file ending with .Z.

On IBM one can use gzcat:

$ gzcat log_file.gz | less