OLED is about double the price, but IMO, it's worth it.
Being able to have TRUE blacks with no light bleed anywhere is amazing. Yeah, you've got TVs with a hundred zones as you said, but that just means you get blocks of grey when there's something on top of true black. Depending on the scene, that compromise can look even worse than just allowing all the black to be grey from the backlight.
When the entire screen can be pitch black, and a single pixel can be fully lit up, that's when HDR really shines.
All of the LED/LCD HDR solutions look like shit, in my opinion. Even the screens touting a hundred different lighting zones. Nothing compares to OLED.