I just got the EMG Zakk Wylde set installed on my new Ibanez RGT42dx, anyway, when i had EMG's installed on my Les paul, they were a different height than they are now, and right now the 85 in the neck is higher than the 81 in the bridge. is this right? what should be the correct height???
It's up to your tastes. Closer to the strings - more output. Fiddle with the mounting screws until you find the position that's good for you. My 81 in the bridge is slightly closer to the strings than the 85 in the neck for balanced output.

With EMGs, you can go very close to the strings, as they have much less magnetic pull than passive pickups, and they won't affect your sustain or take your notes off key.
Fender Japan Stratocaster Ibanez Pro540 Power Ibanez Pro540 Saber Ibanez 430S Ibanez S540 Charvel LSXIII w/GraphTech Ghost MIDI Parker Fly Artist Ibanez S1220 Mesa F30 Roland GR20 Roland Microcube + IBANEZ TREMS STILL SUCK!
cause i have a single channel cube i got my neck pickup (an EMG60) pretty low and my bridge pickup (an EMG81) pretty high, so instead of dialing down my guitar to get a clean tone i just switch my pickups (60's sound better than 81's clean anyway). it does however effect the sustain and harmonics like a bitch. the closer they are to the strings the more output and thus your harmonics come out more pronounced and sustain really shines.
According to EMG they say get 'em as close as you can. Like suicidalmoose I experimented with my 60/81 pups, I switched 'em around and it sounded totally different. The 60 sounded good in the bridge and the 81 in the neck sounded ok. I liked the old way better so I switched 'em back.

The 81 in the bridge and the 60 in the neck are a very sweet combo.
Parker PDF30
Vox VT40+