AAV or adeno-associated virus is a delivery method for getting cas9 mRNA (the code that says, make cas9 protein and do gene editing). Zinc finger nucleases are a similar class of dna editing proteins.

In this specific experiment they chose to transfect cells with plasmid directly rather than transduce with virus.

ZFNs are difficult and slow to engineer. There are certainly tradeoffs but the fact that almost the entire industry is using CRISPR-based approaches tells you where things lie on balance