A spray pyrolysis technique was used to obtain ZnO:X films doped with different elements, X = Al, In, Cu, Fe and Sn. X-Ray diffraction, transmission electron microscopy and scanning electron microscopy were used to study the microstructure and surface morphology of the films. From the microstructural analysis, we can conclude that the amount as well as the type of dopant modifies the microstructure and surface morphology. Since it goes from non-oriented growth, for undoped films, to strongly (002) oriented, at intermediate (approximately 1 at.%) doping level; and finally again to non-oriented and poor crystallinity, at high (>3 at.%) doping level. The sensitivity of the films was studied in two steps: first as a function of their temperature (435-675 K) for a fixed ethanol concentration (40 ppm) and secondly as a function of ethanol concentration (4-100 ppm) for a fixed temperature (675 K). A better sensitivity can be observed for Sn- and Al-doped films, with a dopant/Zn ratio of 0.4 at.% and 1.8 at.%, respectively.