Based on what I've read, it depends more on the person. Motivation is a factor. Some people find it easier and more enjoyable to stick to Zumba than running, but it appears that running has a bigger effect on weight.
I run, with headphones on. It does help the time pass quicker.
Try alternating between both of them. If you only do one your body will become use to the movements.
Keeping your body on it's toes and challenged will be more effective than doing the same things all the time.
Also, Zumba can be so much fun once you get in to it!
Which one is more fun for you? Plays a big factor in how hard you work at it/how often you go. Why not go back and forth between the two to keep your body guessing? Also pure cardio is no good muscle helps burn extra calories so I'd deffinately lift weights once a week on top of whatever else.