Why don't people tend to use voltage dividers or zeners in front of linear regulators

This is certainly a technique I have used a few times to overcome the limited power dissipation abilities of the diminutive 78L05. I've known the range of currents that the load is taking and placed a dropper resistor in series with the power feed to the device.

Why didn't I use a switching regulator?

I couldn't - I was sending power and data down a 50 m cable (phantom power) and the extreme complication of filtering out the switching regulator's current surges meant it just wasn't feasible.

Voltage dividers are terrible for efficiency (if you think of output impedance vis-a-vis power consumption). I'd be hard put to think of a good place to put them in front of a regulator.

Series zener diode- if you put a 24V zener diode in to knock a 35V input down to 11V for a 9V regulator, you've increased the sensitivity to input variations- a 10% drop in the input means there's only 7.5V left and your regulator drops out.

I have used a shunt zener with a capacitive dropper in series with a linear regulator to get power from the mains, and I think that's fairly common. With capacitive droppers you don't suffer much loss.

Many of us will also put a shunt TVS that effectively acts as a regulator under unusual circumstances, so I'd count that too.

Series or shunt resistors around a linear regulator- I think I used the latter once, the former not so far. The shunt resistor would be more attractive if the linear regulator was capable of sinking current (some are, but most are not), then you could just set the resistor to handle the mean current and the regulator would tend to run very cool (downside is that some power would be wasted if the required current drops below the mean).

If one needs to convert 12V to 5V for a load which may vary from 0 to 1 amp, and the regulator needs a minimum of 6 volts on the input, connecting the supply directly to the regulator will cause it to dissipate 7 watts with a one amp load. Adding a 6-ohm resistor in series with the input would cut worst-case power dissipation in the regulator to about two watts over a wide range of load conditions (as current goes up, the amount of voltage dropped by the regulator [as opposed to the resistor] would go down). Series resistors don't help overall efficiency, but they can shift heat dissipation away from the regulator. A key point to note, though, is that the bottom half of a resistor divider wouldn't really help much of anything, since its purpose would be to waste power when the load isn't drawing current, but in that scenario regulator current will be low so there's no need to share it.