I like Snes9x a lot more than ZSNES, except when it comes to online play. Snes9x just seems a lot less archaic than ZSNES. I feel like i should be in a DOS command prompt when I use ZSNES. I use GCS for my OS.
I think I like Snes9x a little better (no graphics glitches in SMRPG) but ZSNES has better graphics filters, so it's prettier. If I'm not playing SMRPG, I usually go with ZSNES.