I did a orange hefe' just 2 weeks ago. Added 4 large oranges worth of zest to the last 5 minutes of the boil. Drank it about 2 weeks later and it was a hit at a party. The keg was tapped in a matter of 2 hours. It was a subtle orange, not over powering. Less orange flavoring than blue moon, but could still taste the orange with the yeast flavors of the hefe.
If you are already fermenting I would recommend the secondary though. Soak the lemons/limes in vinegar/water solution for 5 minutes to clean them, then zest, then soak zest in just enough vodka to cover the zest overnight, pour all the zest and vokda into the secondary.