I go for maintain altitude while decelerating to Vg. It's less workload & allows checks/field search to be done while it's happening. A zoom climb requires somewhat more of the pilot's attention to control things. There's an arguable case for a 'g' induced energy loss caused by zooming however at the 'g' levels most pilots use it would be negligible, even if it's discernable so not really a factor in choosing whether or not to reduce speed gradually.
There is a circumstance where I would choose a height gain: When visibility range is reduced as a result of low level flight. In this case the zoom to gain height has a pay off in the vastly improved observation range. Doesn't apply once more than a few hundred feet high.