We explore the phase diagram of spin-orbit Mott insulators on a honeycomb lattice, within the Kitaev-Heisenberg model extended to its full parameter space. Zigzag-type magnetic order is found to occupy a large part of the phase diagram of the model, and its physical origin is explained as due to interorbital t(2g)-e(g) hopping. The magnetic susceptibility, spin wave spectra, and zigzag order parameter are calculated and compared to the experimental data, obtaining thereby the spin coupling constants in Na(2)IrO(3) and Li(2)IrO(3).