Zion is used numerous times in the Bible, but I have always been unsure of the different nuances. Generally, it seems to be used interchangeable with Jerusalem or the City of David, but why is Zion used instead of those names?

Zion is the first city captured by David after he was anointed King over all of Israel. He had already reigned in Hebron for 7 years and 6 months over Judah, but it was not until he was made King over all Israel, that he took the stronghold of Zion. Previous to that Judah and Benjamin had attempted to take Zion, but failed.
But the Jebusites, the inhabitants of Jerusalem, the people of Judah could not drive out, so the Jebusites dwell with the people of Judah at Jerusalem to this day (Josh. 15:63).
 But the people of Benjamin did not drive out the Jebusites who lived in Jerusalem, so the Jebusites have lived with the people of Benjamin in Jerusalem to this day (Judges 1:21). 
The Jebusite stronghold of Zion was a fortress in Jerusalem, that the people of Israel could not capture until David came along.
And the king and his men went to Jerusalem against the Jebusites, the inhabitants of the land, who said to David, "You will not come in here, but the blind and the lame will ward you off" -- thinking, "David cannot come in here." Nevertheless, David took the stronghold of Zion, that is, the city of David... And David lived in the stronghold and called it the city of David. And David built the city all around from the Millo inward. And David became greater and greater, for the LORD, the God of hosts, was with him (2 Sam. 5:6-10).
Soon after capturing the Jebusite city, David brought the ark of God into the city of David, which is really the defining aspect of Zion. Zion is the city of God, ruled by His anointed King (Ps. 2), the place where He dwells with His people.
On the holy mount stands the city He founded; the LORD loves the gates of Zion more than all the dwelling places of Jacob. Glorious things of you are spoken, O city of God. Among those who know me I mention Rahab and Babylon; behold, Philistia and Tyre, with Cush - "This one was born there," they say. And of Zion it shall be said, "This one and that one were born in her"; for the Most High himself will establish her. The LORD records as He registers the peoples, "This one was born there." Singers and dancers alike say, "All my springs are in you (Ps. 87)."
People from all over the world are spoken of as being born in Zion, although it is clear that this does not mean physically. Zion is the spiritual city of all God's people. David only took the stronghold of Zion once he was king over both Judah and the rest of Israel, which brings to mind the reconciling work of Christ. "But now in Christ Jesus you who once were far off have been brought near by the blood of Christ. For He Himself is our peace (Eph. 2:13-14)." These united peoples who are born in Zion, being set free from death, will worship the LORD.
"Let this be recorded for a generation to come, so that a people yet to be created may praise the LORD: that He looked down from His holy height; from heaven the LORD looked at the earth, to hear the groans of the prisoners, to set free those who were doomed to die, that they may declare in Zion the name of the LORD, and in Jerusalem His praise, when peoples gather together, and kingdoms, to worship the LORD (Ps. 102:18-22).
The cornerstone of this city is Jesus Christ (Isaiah 28:16-17, 1 Peter 2:6) and it cannot be moved. "For the LORD has chosen Zion; He has desired it for his dwelling place: "This is My resting place forever; here I will dwell, for I have desired it (Psalm 132:13-14)." God has chosen to live with His people led by Jesus Christ forever. Citizens of Zion experience the already but not yet aspects of the city of God, as they look towards the final fulfillment.
The LORD is exalted, for He dwells on high; He will fill Zion with justice and righteousness, and He will be the stability of your times, abundance of salvation, wisdom, and knowledge; the fear of the LORD is Zion's treasure. 


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