The Oscar and Zaffiro are two different kinds of machines. The Oscar is a heat exchanger and will allow you to steam milk while the espresso shot is pouring.
The Zaffiro is similar to the Rancilio Sylvia, VBM Piccolo or Diadema Perfetta in that it is a single boiler dual purpose machine and you need to steam the milk after the shot has been prepared.
There are aesthetic considerations. The Oscar is plastic while the Zaffiro and its like are stainless steel.
Choice of machine also depends on what kind of coffee beverage you prefer and how many you are likely to make at a time or per day.
The best thing to do is contact a CoffeeSnob sponsor (check list on the left) and have a look at the range. Very few sponsors sell the Oscar so it will be hard to do a side by side comparison but they will be able to advise. Have you got a good grinder?