Look for a strong motor and thick blades. If the blades are thin, they're likely to warp over time. The motor needs to be able to spin those blades through the liquid.
Look for a thick glass container. The plastic ones are unlikely to deal with the heat of things like soups and sauces being dumped in.
Check the gasket between the glass container and the piece that attaches the blades. A thin, flimsy gasket is likely to start leaking before a thicker, softer gasket.
Look at the number of teeth on the connection from the motor to the blade. The more teeth, the greater the surface area being used to distribute the power to the blade mechanism and is less likely to wear out.
Overall, as with many things, one of the quickest ways to tell a good one is to weigh them both. The heavier item is better. No one pays for shipping extra weight unless it's there for a good reason.
(note that the "heavier" rule doesn't apply to electronics like cellphones/computers, etc. where the cost of making it small is actually higher)
I think there's probably a bigger difference between types of zesters than between brands.
No matter what type you choose, look for one that limits how deeply you can cut into the fruit's peel. You want to get only the colored layer, and as little of the white pith (the bitter under-layer) as possible.
The most common kind that I've seen--a series of little loops at the end of a metal scraper thing (hard to describe, I guess)--are too small in my estimation. They work OK, but they are usually kind of dull, so they release a lot of the oils as you use them, and it takes a long time to get a lot of zest. Some also have a second slot to allow you to cut a fat piece of zest, appropriate for a martini or the like. Even on the fine side, the zest they make isn't really very fine, and might wind up as a texture in the final dish. (I think of these as more of a bar tool than kitchen tool, and wouldn't purchase one of these of any brand)
Microplane graters are quite popular for zesting, and they're what I use the most. They don't dig deep, and are crazy sharp so they don't bruise/mash the zest much--less fragrant oil on the tool, more in the dish. They also work really fast--it takes very little time to get the zest from an entire orange. The zest produced is very fine and will disappear in most cooking applications. Because they're sharp it's easy to grate your fingers by accident, so they require some care in use. There are lots of styles out there, from the classic that looks almost like a wood rasp to ones that look more like a grater. I think these are great to have on hand anyway, since they're really good with parmesan cheese and other hard items, and they're killer for zesting.
Another option is a standard vegetable peeler. These take bigger slabs of skin off, and take some practice not to cut too deep. If you do cut too deep you can use a sharp paring knife to remove the excess pith from the backside. Kind of a lot of trouble, but with practice you can get good enough that you don't need the second step. You can get a lot of zest in a hurry this way, but the pieces are huge. You'd either need to cut them down or only use them in a recipe where you wanted to take the pieces of peel back out before serving. Since you probably already have one of these, this is your most economical option.
Best Answer
What sort of tasks are you looking to protect yourself from?
If it's really messy stuff, or to wear while doing the dishes, you might want something that's non-absorbant, like PVC. I've only really seen them at restaurant supply stores, but it's possible that you might be able to get them from chemistry supply places, also. (and in this case, pockets are not a good idea, as they collect stuff that you've then got to clean out).
For long hours of grilling, I like something that's more insulating, which in my case would be a leather welder's apron, which you can get from welding supply stores. I've looked around for something that might be more reflective of radiant heat, but haven't had any luck.
For just general practical use, something that cleans up easily is important. Restaurant supply stores are a good bet for those sorts of things, but you can sometimes find them in stores that sell grills when it's that season.
For the decorative ones, you basically have two styles -- printed ones with witty/obnoxious sayings on them. I typically find them online.
The other more frilly decorative ones ... you can find at most housewares stores, some department stores, and if you want something more one of a kind, try esty.
... as for features ... I'm not a fan of pockets, myself. I guess they're useful for thermometers and timers, but mine clip on, or sit up on a counter or next to the grill, so I don't care. What I do care about is that they cover the areas that you're trying to protect (an adjustable neck strap is so much better than tying a knot in the line around the neck so try to shorten it) and they don't have straps so long that they get snagged if I sit down for lean up against something.
And it should come on and off without too much difficulty ... which I've only really noticed is a problem with some designs of welder's aprons (it's hard to explain ... it doesn't just go over the neck, and attach in back) ... or if you have to tie off the top to shorten the neck opening.