This won't be a complete comparison by any means. For one thing, I've never really tried to sculpt new geometry in 3d Coat. This is just what I've noticed with what I've been using them for (mainly texturing). I think it will become clear why I think owning both is a good idea. As a beginner you may need to start with 3d Coat, make some money, and then add Zbrush later (as I did), since 3d Coat costs about half as much.
They both do it. They both claim to save your progress before doing so. Both of them are also lying, because they're going to save about ten minutes before the crash, before you actually did half of what it is now erasing. Save often. In Zbrush save your tool, not the scene. This is one of the lovely things that makes Zbrush such a joy to work with because of its *ahem* unique *ahem* interface, and I say that as a long-term user of Blender, which wears its interface as Jabba the Hut would wear a tiny top hat. 3d Coat's saves are a more normal affair as 3d programs I've used go.
Zbrush has it all over 3d Coat, with the ability to set up alphas separate from brushes adding tremendous additional versatility. General handling of brushes is a bit more straightforward and doesn't require you to squint at a "depth" modifier that screws up your concept of displacement (that always drives me crazy in 3dCoat). It's also vastly easier to simultaneously paint a detailed displacement and a diffuse texture. I have yet to find a way to make 3d Coat do this because it wants to set up a sharp cliff-edge at the edge of every brush if I leave Depth on even slightly.
3d Coat is the winner here, because one, it sets up layers just like a 2D program, and two, it actually registers alpha channels when you don't paint a full opacity onto a layer. Zbrush sits around twiddling its thumbs and then exports your layer onto a white backdrop. Oh, did you forget to fill in a bright neon green in order to create your alpha channel later? That's too bad, because Zbrush doesn't see a transparency there and you can't go back and add one in later. I hope you enjoy manually erasing the edges of your elaborately drawn fur layer.
I would really like to be corrected on this, but searching Zbrush forums so far has produced a number of helpful "you should have done the green backdrop thing back at step one" suggestions. If you're going to get into Zbrush expect to receive a lot of advice on the lines of "go back to step 1 and then."
HANDLING OF RESOLUTION:
It's much clearer how to do this in Zbrush, and Zbrush also is capable of letting you sculpt at a few million polys on a decent system, which I'm not sure 3d Coat can actually even do without crashing. Zbrush does tend to leak memory and then crash and lose work when I've been using it for six or more hours, so there's that, but I think probably every 3d program does that.
On the other hand, it's actually possible to paint a detailed diffuse at base resolution in 3d Coat. Zbrush does not regard resolution of the texture and resolution of the mesh as different concepts right up until the instant of export, so subdividing up to millions of polygons is more or less mandatory unless you like squinting at an ugly blur.
GENERAL EASE OF USE:
Almost nothing beats 3d Coat in this area. Zbrush is an extremely bizarre and fiddly interface, giving you the ability to create amazing things and then demanding you jump through a series of flaming hoops in order to do so. 3d Coat can't do anything like as much, but what you can do, you can do quickly and without having to redo it twelve times because the program kept crashing right at the moment of saving your tool progress.
Not that I'm bitter.
There's just a LOT of documentation on Zbrush online. The most helpful will be in the form of forum posts, because that's where you will find the advice that is in answer to questions starting with "how do I" and not "everything about the X tool." Youtube has some useful free tuts as well in addition to the huge library of them available free on Zbrush's site.
There's a lot less on 3d Coat, bar some tutorials on its web site.
On the whole, if you ever want to do seamless skins for creatures, and can get both of these, do it immediately. For all my complaining here, I saw a jump in my income after I bought 3d Coat (unicorns, dragons, ball joint dolls, burlap dolls and ghosts) and another, larger one after I bought Zbrush (starting with Singers of Chzor).
I'm assuming, of course, that you have some endurance for fighting with interfaces and are able to resist rage-quitting a project after the third time you lose half of it to programs crashing. At least with these programs redoing things can be very quick since sculpting and painting are so fast.