If you use zinc and magnesium together, the magnesium will in effect protect the zinc and will therefore go first.

If you are going to be at sea a reasonable amount then magnesium is no good - it will disappear quickly. I use aluminium which seems to be the best compromise. The zinc anode I have left on the boat simply gets covered in a white deposit in the fresh water and this stops it working altogether. No problem in my case. With bilge keels I simply dry out at somewhere like Combe, scrape off the anode, and go on my way.