Heart of the Swarm Campaign- Zeras Conclusion

Once you are done on Zeras, with Sarah returned to the form of the Queen of Blades, you are given two new locations to travel to.  One you would have gone to anyways, but the other is only really an option because of the missive that Emperor Mengsk has gone to great trouble to communicate to Kerrigan- that Jim is alive and imprisoned.  The timing on this is terrible, having come just after Sarah has willingly sacrificed her humanity to gain increased power with which to strike vengeance for Jim's death.

The first option is Skygeirr Station.  Here, the Terran Dominion is experimenting with the Hybrids, strange fusions of Protoss and Zerg.  These beings are immensely powerful, and leaving them in Dominion hands is begging to have them used as a powerful weapon against the Zerg forces.  In addition to taking out the enemy support for the terrifying Hybrids, going to Skygeirr will also unlock the infestor and ultralisk units for your use, the two most handy support and assault units in the game for most players.

The other location is an unnamed part of Dominion space- here you will seek out the Hyperion, and both Raynor's Raiders and Valerian Mengsk.  With their help, it should be possible to ferret out the location where Arcturus Mengsk is having Raynor held, and then spring him from his imprisonment.  No new units will be unlocked by traveling here, but this is counterbalanced by the high importance to the story of the campaign- finding Jim Raynor and freeing him should mark a major turning point in the war against the Dominion and Arcturus.

Which area you go to first is up to you.  The ultralisks and infestors are very powerful and useful, true, but they are also expensive and control-intensive (respectively) and are not actually necessary to field a devastating assault force at this point, particularly if you already have aberrations to act as front-line assault units.