Assuming you only sent to zines that are willing to look at simultaneous submissions, go with the first one and let the rest know it's off the table. That's how simsubs work. Holding out serves no purpose here.
If you simultaneously submitted to zines that don't like it, then you have some explaining and backpedaling to do. But there's no point holding out hoping for something better. It's only fair to go with the person who responded first. Or risk alienating that editor forever.