Yes I know this has been suggested before, but my specifics are different and the board threwup a warning message not to necro threads.
http://en.wikipedia.org/wiki/Chain_pumpChain pumps are pretty ancient and would be a great answer to multi-z-level pumping.
The pump itself would be a 3x1 building, 1 walkable square and two solid squares. The end solid is the output just like a screwpump and the middle square is the collection square.
When built, the middle square must be over a hole and the building will path straight down that hole to the first solid floor or block it comes to, which becomes the collection point. It will path through water and lava, but not any constructed bridges/hatches/ect... even if set open. The space between the collection square and the floor it pathed to are non solid but considered part of the pump for building purposes, and if anything solid forms in that space (like magma becoming obsidian) it deconstructs the chain pump.
Building materials:
3 blocks
2 mechanisms
1 chain and 1 bucket for every z level below the pump to the collection point.
Can be dwarf powered, or mechanically powered for 10 + 2 per z level the pump spans.
A chain pump is slower than a screw pump, so move a 1/7 of water every 3 ticks instead of 1.