There is no particular supplication established in the Sunnah when drinking Zamzam. However, Abdullah bin Abbas (may Allah be pleased with him) used to recite the following after drinking Zamzam water. 
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Tawaaf – Upon Completion, Before Two Rakat of Prayer
Upon completion of the Tawaaf, proceed to Maqaam Ibraheem or any place in the mosque if this area is too crowded. It is commendable to say the below, then cover your right shoulder (if applicable) and perform 2 Rakat of prayer. Quran [2:125]
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“The Niyah should be uttered at the Meqaat or close to it after your transport has started moving towards it.” It is interesting to note this “is the only instance where one’s Niyah is made aloud. All other times any Niyah is to be done by heart only, and not the tongue. To enter the state of Ihraam one must make Niyah for Umrah“, “by saying” the following,
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As Hajj is getting close (for this year) now is a great time to start studying to try and learn as much as you can about this amazing journey (especially if you are planning to go). I hope I have wet your appetite with my Hajj posts so far. There are many great books, articles and resources to help you learn. Today I wanted to review one that I used when I went to Hajj.
Getting the best out of Al-Hajj (Pilgrimage)
by Abu Muneer Ismail Davids
All I can say about this book is that (for me) this was the only reference book on Hajj I needed. I would strongly recommended that you pick this book up and read it from cover to cover. Then read it again & make notes. The author has done an excellent job of keeping the book extremely practical (& relevant) to the modern traveler, providing valuable tips and personal insights. He has also done a great job at simplifying the details into clear, concise lists (and checklists) of “Best actions” which are excellent. This is then combined with great references to Quran and Hadith where appropriate to assist in fuller understanding of all the issues.
Rather than try to summarize & comment on each chapter, here is a high-level overview of the main topics covered:
Chapter 1: Hajj as an Obligation, Types of Hajj, Who and When to go?
Chapter 2: Planning and Preparation
Chapter 3: About Women
Chapter 4: What to Expect
Chapter 5: What about those staying behind?
Chapter 6: About the Ihraam
Chapter 7: The Journey from Home to Makkah
Chapter 8: Makkah Al-Mukkawarah
Chapter 9: Umrah
Chapter 10: Hajj
Chapter 11: Supplications from the Qur’an and Sunnah
Chapter 12: Madinah Al-Munawarah
Chapter 13: A Touch of History
Chapter 14: Revision
Chapter 15: Checklists
If I had one complaint about this book, it was that I could not find the mentioned pocket guide very easily. So not really a compliant 😉 …
Also there is a set of Video lectures that the author has done – which I also found very entertaining and informative.
So in summary … if you want one reference book for Hajj – which is not only simple and informative but packed full of great information and tips – this is the one.
PS – Actually alot of my notes and posts on Hajj are based on this book.