perf tools: Use zfree() where applicable

In places where the equivalent was already being done, i.e.:

   free(a);
   a = NULL;

And in placs where struct members are being freed so that if we have
some erroneous reference to its struct, then accesses to freed members
will result in segfaults, which we can detect faster than use after free
to areas that may still have something seemingly valid.

Cc: Adrian Hunter <adrian.hunter@intel.com>
Cc: Jiri Olsa <jolsa@kernel.org>
Cc: Namhyung Kim <namhyung@kernel.org>
Link: https://lkml.kernel.org/n/tip-jatyoofo5boc1bsvoig6bb6i@git.kernel.org
Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>