A thief in ancient times was caught stealing from the king. The usual punishment for the crime was death but the thief begged for mercy. The king decided to be lenient and let the thief choose his own way to die. Which way did the thief choose?

I'm in a zoo
But not in a jungle
I rarely come in pairs
But I'm in every puzzle


Some think I'm in a xylophone
But, I most certainly am not
You don't see me with a loan
But very strangely in a zealot


I'm in the magical prison of Azkaban
Well, can't you see?
I'm in the buzz of a fan
But, my oh my what could I be?

The more you take from it, the bigger it becomes.