We report ZnO nanowire/nanowall growth using a two-step vapor phase transport method on $a$-plane sapphire. X-ray diffraction and scanning electron microscopy data establish that the nanostructures are vertically well aligned with the $c$ axis normal to the substrate and have a very low rocking curve width. Photoluminescence data at low temperatures demonstrate the exceptionally high optical quality of these structures, with intense emission and narrow bound exciton linewidths. We observe a high energy excitonic emission at low temperatures close to the band-edge which we assign to the surface exciton in ZnO at $\sim 3.366\mathrm{eV}$. This assignment is consistent with the large surface to volume ratio of the nanowire systems and indicates that this large ratio has a significant effect on the luminescence even at low temperatures. The band-edge intensity decays rapidly with increasing temperature compared to bulk single crystal material, indicating a strong temperature-activated nonradiative mechanism peculiar to the nanostructures. No evidence is seen of the free exciton emission due to exciton delocalization in the nanostructures with increased temperature, unlike the behavior in bulk material. The use of such nanostructures in room temperature optoelectronic devices appears to be dependent on the control or elimination of such surface effects.