Zombies are pretty much guaranteed to destroy civilisation as we know it, but are comparably easy to handle/survive.
Aliens showing up has the potential for our destruction, but also the potential for the means being provided to our species to expand in to space and/or improve out total global well being. If the aliens are hostile we are quite probably fucked. So it's a toss up between a definite threat that we can more easily manage, or a potential threat that will certainly destroy us.
So on that grounds I would have to go with aliens.
The odds are in favour of that scenario being beneficial compared to the alternative.