doctorhydrogen

Just remember that City of Solitude can mess you up, too. You can't regen Thrun after he blocks, can't do fight effects before the end of opponents turn, can't respond with instants, etc. I'm running it in my Sigarda deck with a lot less activated abilities or instants than this deck, and I still contemplate taking it out weekly because it winds up handcuffing me.

Couple of other small things:

There are situations where Diabolic Edict does things nothing else does (make an opponent sacrifice Avacyn if she's their only creature) most of the time I think Do or Die is going to be better. Same mana cost, but you get to make them sacrifice half their stuff or more if you split stuff creatively.

Hero's Downfall is better than Go for the Throat or Murder, but it is like a fifteen dollar card, so I understand skipping it.

I'd be very tempted to find room for Twincast. Being able to fork a Traumatize or another big mill seems more useful to me than a smaller mill effect like Thoughtscour.

Cover of Darkness is a pretty solid way to get vamps through to ramp counters. Dauthi Embrace works well, too.

Mono-black seems to cry out for Nykthos, Shrine to Nyx.

Cover of Darkness is a beast in vamp tribal.

I wish my friend hadn't heard of it, either :)

Hmmm, that's kind of funny, because I'm used to seeing decks running 8-10 mana rocks/ramp spells, so I figured you were playing in a super-slow meta :)

Couple of minor things:

I'd run Deglamer or Fade into Antiquity over Naturalize. Naturalize won't do anything for Theros Gods or Darksteel stuff or things protected by Avacyn, but tuck or exile effects will. At least where I play I see those things constantly, and I'd be annoyed having a Naturalize in hand being unable to hit them.

I'd rather spend 2B on a Murder and be able to also kill artifact creatures than 1B on a Go for the Throat and be helpless against a Wurmcoil Engine, Sharuum the Hegemon, Sharding Sphinx, etc.

All those red mana symbols seem to be crying out for a Nykthos, Shrine to Nyx.

I'd at least consider Grim Feast. Notice it's oracle text is all opponents. I've had it swing me 50+ life on a board wipe.

I'd STRONGLY consider Glare of Subdual for your sideboard. Other than Doubling Season it's the card that does the most damage in the Rhys deck I play against weekly.

All those red mana symbols I'd think you'd want a Nykthos, Shrine to Nyx out there.

You could run snow-covered mountains so nobody else could leech of your Extraplanar Lens.

Disaster Radius would wind up killing every creature but yours pretty often in this deck.

If you want more creatures you could go with Young Pyromancer, Talarand Sky Summonder, Spellheart Chimera, Nivix Cyclops, Meletis Charlatan, Lunar Mystic, Kiln Fiend, Jace's Mindseeker and Hypersonic Dragon all have good synergy with a deck with a ton of instants and sorceries.

I'm confused what Into the North is for when you have no Snow-Covered Lands.

All those Snow-Covered Mountains would probably work well with an Extraplanar Lens.

Enchantments:

Arcane Melee lets you cast those spells cheaper

Instants:

I'd run Dissipate over Cancel. Same cost, but Dissipate exiles the spell. I'd also find a way to work in more spells with flashback, even if those spells aren't necessarily useful. Defy Gravity probably isn't a big deal since most of your creatures have flying already, but it's 1 mana to cast and one mana to flashback meaning you kick two drakes for two mana. That's a pretty good deal.

Sorceries:

Same as with instants, I'd look for things that are cheap and have flashback. Artful Dodge lets you make something unblockable, kicks a token, and is cheap to flash and cast again. I'd work some card draw in here, too. Borrowing 100,000 Arrows or Deep Analysis draw you cards while making tokens.

Since you seem to be running budget I'll keep any card suggestions to either sub-dollar or sub price-of-the-card-I-suggest-you-replace.

Land: You're running mono-blue, so all Transguild Promenade does is function as an island that requires 1 to play and comes into play tapped. I'd just run an island. Same with Unknown Shores. If you did want a little more flexibility in your land base you could run Mystifying Maze to nullify an attacker, Ghost Quarter to kill troublesome enemy land, or Reliquary Tower if you think you'll have full hands.

Artifacts: Similar to Transguild Promenade and Unknown Shores, Chromatic Lantern is mostly useful for it's ability to fix mana colors. You're running mono blue, so in effect all it winds up being is a Darksteel Ingot that can be destroyed. I'd just run Darksteel Ingot. Or better yet, Sol Ring which is roughly the price of a Chromatic Lantern. I'd pull Prophetic Prism for the same reason as it's just mana fixing which you'll never need and replace with maybe a Mind Stone.

Creatures: For about the same CMC as Benethic Giant, Diluvian Primordial has a bigger butt and it lets you cast instants from other player's graveyards (thereby making more drakes). Elite Arcanist lets you cast the same spell over and over, making a drake with one card each turn. Like Diluvian Primordial, Jace's Mindseeker lets you cast other people's spells when you cast it. Lunar Mystic lets you draw a card to replace the one you just cast.

Citanul Flute lets you tutor up a rat every turn. It's a house in my Shadowborn Apostle deck since I can tutor them for one mana (vs. three for a rat) but it might still work here. It's worth trying since it's like a sub $1 card.

Crypt of Agadeem might be worth a look for a land, too. Again, it probably won't work as well here as in my Apostles deck where I almost always have six Apostles at minimum in my graveyard when I tap it, but I bet in any long game you'll find it kicks a ton of mana.

Oh, and holy crap on Konda's Banner. I just read that card carefully for the first time. Sick stuff on Marrow-Gnawer. Very cool.

Nykthos, Shrine to Nyx provides INSANE mana in a mono deck.

Privileged Position and Armadillo Cloak wouldn't be legal (or castable with your mana base) in a Zur deck.

I prefer Phyrexian Arena to Underworld Connections just because it doesn't tie a land up. It won't get 2-for-1'ed by a Strip Mine, either. Same CMC so it's fetchable by Zur, too. You are forced to draw the card (and take the damage) each turn though, so maybe that isn't worth the downside for you. YMMV.

Maybe Ivory Mask/Imperial Mask over Witchbane Orb (I see you have Leyline already)? None are fetchable with Zur, but unlike the Orb they are tutorable with Idyllic Tutor and recurrable with Replenish. Plus that would put you at one less artifact enabling some artifact hate to screw over everyone else since most people have 10+ artifacts in EDH decks (Energy Flux is Zurable for one).

The people I play with tend to run a LOT of pain in the butt enchantments and artifacts, so I personally like to have a few more ways to deal with them. You have O-Ring, and you could also run the traditional Return to Dust or Oblation, but since you have Zur you could always go with Seal of Cleansing or Act of Authority since they're tutorable. However your meta may not run decks where it would matter in which case ignore that :)

Another meta-dependent thing to consider is a couple of pieces of land destruction. I like to have at least a Strip Mine and something else (Ghost Quarter, Wasteland) in my deck to deal with an annoying Maze of Ith or Kor Haven or Gaea's Cradle. You may not see that kind of stuff so it may not matter.