EDIT: I'd like to make one aspect of my question more precise after having a glance at the nice Bourbaki talk of Colmez suggested by Olivier below.
For example, the p-adic zeta function $\zeta_p$ of Kubota and Leopoldt can be constructed by constructing a "complicated" measure $\mu_{\zeta_p}$ on $\mathbb Z _p^\times$ by (making use of the Coleman map) and showing then that $$\int _{\mathbb Z_p^\times} \chi(g)^k d\mu_{\zeta_p} = (1-p^{k-1}) \zeta(1-k),$$ for $k$ an even and positive integer. (For $k$ odd we get 0). In the same spirit it is also possible to approximate p-adically special values of the completed zeta function (suitably normalized) which then satisfy a corresponding functional equation. My (very vague) question here is (maybe it's not what one should ask) whether one can write a (completed) p-adic zeta function in terms of an integral over a nice space with a simple measure but more interesting functions. In the description above of $\zeta_p$ the measure is very complicated but the function one integrates is quite easy. For example, is there some sort of p-adic analogue of theta functions that would do the job (suitable interpreted perhaps)?
(I know that to $\mu_{\zeta_p}$ there corresponds a certain (formal) power series via the Mahler transformation but I don't see a nice interpretation of this "function" either at the moment...)
(My apologies if this is way too vague for you...)

