You're on your third receiver or fourth? I doubt it's the Onkyo. It really does sound like a wiring issue. You say you have 4 zones altogether, do you know how they are to be connected to your receiver? Because the Onkyo 626 can only feed 2 zones, so are you getting sound in all 4 zones?
I suspect that you are connecting the Onkyo to the house wiring which isn't really zones in the avr sense of the word, but it's just one big zone that you can turn on/up speakers in these other rooms via the volume controls in each room. Therefore what you are doing is adding more and more load to 2 channels on the Onkyo amp until it starts smoking, because some of the volume controls you have are not impedance matching.
Please try to answer all of the questions above as it will help us determine what's going on!