It was always my assumption that the ZAG program was kind of the same whether you went through USAA or AMEX or whichever flavor. I may be totally off base, and haven't looked closely at other version of ZAG besides USAA.
I have used the USAA version, and I was really impressed. I got about 18% off of sticker on a Ford Edge Limited w/ NAV. Yes, you can do similarly negotiating by yourself. But, I like spending as little time in the dealership as possible. I think that I was in and out in about 2 hours.