You can send it "Poste restante" to the Post office in the airport. Just address it to:
Mr or Mrs Firstname Lastname
Poste restante
8060 Zürich
The Post Office is located in arrivals 3, and is open every day with pretty long hours (7h30-21h00 Monday-to-Friday, 8h00-21h00 Saturdays and Sundays).
Note however that this will probably work only if the parcel is actually sent by Post, and not through one of the alternative parcel delivery companies.
Some retailers and/or card issuers may also have a problem sending a parcel to a Poste restante address or an address not matching the card's billing address.
And of course you need to be sure the parcel gets there before you do (they will keep it for a month).
Of course, you need to be able to exit the airside, which means entering the Schengen Area if you're in transit between two non-Schengen flights, with all the consequences in terms of visa requirements.