I have both and I really have a hard time saying which I like best,
The zebra finches are (very) active, and they beep and sing all day. They're pretty brave but more cautious than my canaries and will generally follow each other, and also more likely to revert to their instincts (flying away usually) in stressful situations, while the canaries are more likely to keep calm and cool. One of my male canaries sits there and sings his heart out all day, my other presumed male doesn't sing pretty much at all. My canaries are much more willing to try new things, especially fresh foods, but the zebra finches are not at all fussy in my experience. The canaries are more likely to have a small bond with their owner, such as recognizing you and getting excited for feeding time, ect and are a bit more intelligent than zebra finches in my opinion, not to say zebra finches are not smart though, as they certainly are and can learn things too. They squabble about the same amount, although canaries will fight less often but more aggressively, and the zebra's squabble more and less aggressively,I don't feel the urge to step in to these fights since nobody ever gets hurt and it only lasts for a few seconds. The diets are about the same. You can keep both together inside of an aviary but I don't recommend it inside of a cage, although some people have successfully caged them it really depends on the individual personalities.