Do whichever you prefer.

I've never liked ZoomBrowser, but maybe the newer versions are better.  I
don't like automatic directories, the reader gives me complete freedom to
create the directories where I want to download photos - frequently it's not
going to be the same directory.  Regardless, it's one less piece of software
I need to deal with.  You may find the transfer from the camera not too
slow, but it is still faster from a card reader.  I don't like to use the
camera batteries to download.

Mark

Whatever works for you.

I prefer a USB card reader for the simple reason that I can transfer
photos on my laptop and still shoot more photos with my camera at the
same time.

Card readers work on any computer. Card readers work on any operating
system.
Copying from them doesn't require any additional software (although some
cameras can be switched to "mass storage device" mode).
They allow photos to be copied more than once, e.g. to a master archive as
well as a work directory for digital enhancement.
They don't run down the camera batteries while copying the photos.

For me it is easier and more convenient to just take the memory card and
plug it into the card reader than fumbling around with the USB cable (where
did I store it last time?) removing the tiny rubber plug at the camera
(careful, don't rip it off!), and then plugging in the tiny connector and
searching under the desk for the USB outlet on the computer for the other
end of the cable. And then waiting for the computer to recognize the new USB
device. And even more so if you are using multiple memory cards.

IMO it is also easier to use just a single copy command or drag-n-drop than
weeding through the options of yet another custom program.

Of course, if you are more comfortable connecting the camera directly and if
that works for you then there's nothing wrong with that, either. I just
think it's a pain.

jue

I prefer a USB card reader.  No camera drivers required.  And since I use
two or three different makes of camera, it just cuts down on the hard
drive and system overhead.  Also, card readers appear to be faster.

Stef

It depends, greatly, on the firmware, and interface, in the camera.  IF
your camera has a USB 2.0 Highspeed, or Firewire, interface, then
downloading from the camera is fine.  If not, a card reader with these
features would save you a great deal of time, as well as avoiding the
possibility of the camera getting pulled off the desk by children or
pets during what might be a 30 minute transfer.