You use zonal when you need to cover up being in inferiority vs opponent's players. This way the ball holders will get double marked when entering the influence zone of another player (an AML gets double marked by DL and DMC, ei). Works good with whole pitch and attacking mentality as you are able to mark wide numbered midfields and pressure low numbered defenses.

You use man to man marking when:
-You want more steals from your team, hence hold the ball more and have more chanches.
-You play on par against his attackers, and you don't want to reduce your offense adding an extra player behind.
-Generally when your defenders/defensive mids are better than his offenders.
-You play on own half pressing and counter.