Is using Zener diode with a voltage divider sensible?

Given that your current requirement is low and you do not need great accuracy then a zener is a cheap and viable solution. I would suggest filtering the spikes and using a circuit like this.

^{simulate this circuit – Schematic created using CircuitLab}

The values can be calculated when we have all the information.

R1 = 150ohms, R2 = 150Ohms C1 = 40V, 10uF.

The worst case automotive transient you will see will be load dump, most likely 40V for hundreds of milliseconds (this is an unlikely event and modern vehicles have central load dump protection, so very unlikely to see more than 40V for any length of time). Coupled transients can be higher voltage but last for tenths of microseconds and will be removed by the R and C. If the zener is 500mW or greater is will withstand load dump condition for any length of time). Use 1W resistors to give good transient capability. The circuit will work below 9V in and still allow 5mA to bias the zener. A 3.9V zener will meet your maximum 5V requirement and not be in danger of failing to give 3V (a 3.3V zener may be a bit close at low input volts).

R2 doesn't do a lot of good, except to increase the load current and decrease the overall efficiency. Consider, your circuit could be redrawn like this:

^{simulate this circuit – Schematic created using CircuitLab}

However what you can do is calculate the maximum current your load will require, then select R1 so that at maximum current, it drops most of the excess voltage from V1. Of course if the load current decreases, then less voltage is dropped across R1, but that's why you have the zener.

Or another way to think of it: if you omit R2, then you already have a voltage divider, formed by R1 and your load. So you just need to select R1 such that R1 and your load make the voltage divider you want, accounting for the range of possible currents required by the load, and the operating range of the zener.

No.

Consider that R2 is in parallel with your load. Removing it will be like reducing your load, which in turn means you don't need as much current through R1.

A larger R1 will mean that any transients on V1 result in a lower current spike at the zener, than would have been the case with R1 and R2.