I don't own an actual Lightning Bug* but I do have a very nice clone made by Lionel (yes, the model train company) as the military "J-36" during the Second World War, and so, for scale purposes, here they are lined up with my Begali Intrepid:
The Zephyr arrived partially disassembled, lever freed from the pivots and fingerpieces removed, with each subassembly carefully bubblewrapped. This is an excellent way to ship a key, if the person taking it apart knows what he is doing. The guy I bought it from did, and the fragile fingerpieces and the easy-to-deform steel reed that is the heart of the key all arrived intact, Reassembly took a few minutes and I was once again glad to own an inexpensive multi-tip gunsmith's screwdriver set. I have roughly adjusted it and it runs nicely, though fairly fast.
UPDATE: If you look at the large version of the photo above, you may notice something that sent me scurrying to my basement hamshack this morning: I had not installed the "paddle" portion of the fingerpiece properly! It and the lever are tapped and there's a trick to snug assembly. I had not used it and as a result, the paddle was under some stress. All better now. Whew!
A bug key that shows up a bit more frequently than the Zephr is Vibroplex's Champion, with the same parts but on a full-sized base. (Or it's a Lightning Bug with a Zephyr-style damper, if you'd rather). The Champion generally sells for less than the other LaHiff-type bugs but it's a perfectly good key.
*I was a little surprised to realize that.