I use the ZL on the back of my bike because it is so floody. I also use it camping and stargazing because of the great low modes. The programmability is limited: one click will always be to "high" (program a couple different versions of "high", just as you can program a couple different "med" and "low"), hold will always go to low, med, high, double-click will flash on high momentarily and go to medium. 4 clicks gives you a rough battery life.
It comes with a head band, no top strap. Ultra light, so no need for a top strap even when jogging; but, you might want to use another brand's headband if you have that need.
I don't have the SF, so can't comment on that one. I will say I'm loyal to ZL in general because I like their UI, efficiency, and build quality.