Back in the day, I tended to find games that worked well in one but not the other. For example, in the apocalyptic future sections of Chrono Trigger, one of them would have a horrible screeching sound for the wind on the overworld. The other had good sound, but would only render the clouds without the other layers. Horrible screeching sound wins on being technically playable. (I don't remember which one was which.)

It took a while for either one to have good coverage without too many caveats. These days, a lot of the accuracy misses in emulators are things like "beams in Donkey Kong get drawn in a different order over the course of a couple frames when the level loads up". That was an actual issue that showed Billy Mitchell's world record score was a cheat using a specific version of MAME, and even that is from many years ago.

ZSNES was an important milestone for its time, but once Snes9x came out, it didn't take long to overtake it in terms of accuracy and compatibility. ZSNES is actually pretty terrible in comparison.