For strongly selective filters that have well defined pass and stop bands and narrow transition bands and which, therefore, can approximate ideal brickwall filters to some desired degree, poles and zeros are generally distributed around and closer to the unit circle. Normally you would like to have all of them inside the unit circle but due to other reasons, such as linear phase FIR impulse response, some zeros can be put outside of unit circle too.
Effective frequency of a single pole/zero is the angle of its location from real axis counter clockwise. If that's a zero, it will stop frequencies nearby. If it's a pole it will amplify freqencies nearby.
By distributing those poles and zeros in groups you will be defining pass bands (that include band of poles) and stop bands (that include band of zeros), or bandpass filters as mixture.
When the magnitude of a single zero is away from unity, its selectivity decreases;i.e., pass-stop band distinction dissapears. When the magnitude is larger than one, it will also have an overall gain despite being a zero. If the magnitude is close to zero (zero at origin) then the gain approaches one.
Similarly, when the magnitude of a single pole is away from unity, its selectivity decreases;i.e., pass-stop band distinction dissapears. When the magnitude is larger than one, it will also have an overall attenuation despite being a pole. If the magnitude is close to zero (zero at origin) then the attenuation approaches one.