I too would go with Zeus. Granted, Pharaoh was one of my favorites back in my childhood. But I like the mythological stuff a lot more in Zeus, and seems a bit more strategy oriented (but still mostly focus on city building).

And like said...it is newer of the bunch, and like Beakie said...the tutorial is a lot better. And yeah, the core system just works more.

Both are good, but go with Zeus if you have to choose one of them. And if it matters, for me, Pharaoh seemed a lot harder than Zeus. So if you are new to the series, Zeus is probably a better choice...but that could also be because I was really young when I played Pharaoh.