The C.H.I.P. has three features I absolutely love compared to the Pi Zero: built-in WiFi, built-in flash, and USB serial console.
Steps to set up a Raspberry Pi Zero on WiFi:
1. buy the Pi Zero ($5), MicroSD card ($5), USB WiFi adapter ($10), and USB OTG adapter ($1) (total = ~$21)
2. flash the MicroSD card
3. either:
a. mount the SD card on your computer and figure out which WiFi configuration files to edit
b. buy a serial cable, open a serial console, configure WiFi
c. buy a mini HDMI adapter + mouse/keyboard, connect to a monitor, configure WiFi
Steps to set up a C.H.I.P. on WiFi: 1. buy C.H.I.P ($9)
2. connect to USB, open serial console, configure WiFi