It would depend entirely on your goals. If yours is having this story read by the most people, and the zine's circulation is larger than the print magazine's, the zine would be the right choice for you for this story.
Someone else who's always wanted to see their work in print might never be satisfied with zine publication, no matter how highly regarded. Or perhaps an author's goal might be to build a solid record of publication, in which print weighs in much more heavily than zines. Yet another person's goal might be selling for the highest amount, or to the publication with the greatest status, and so on.
What works for you, works for you, right?
Maryn, not always right but fairly confident about that last line