I picked this up yesterday! So far, I've played about four hours.
I was so hoping that this game would be good...
...and, so far, it is!
They did a lot of things right with this game (from my perspective).
(1) The characters play differently. This is a big deal for me. One of the reasons I got bored with Left 4 Dead so quickly is because the characters all play exactly the same. In SGZH, though, the characters have small, but significant, differences. The main differences are (a) each girl has a different special power (one girl can see special objects, another is super agile, another can heal, etc.) and (b) each girl has a different melee attack (I haven't played around with these too much, though).
(2) Lots of unlockables. There seems to be a huge variety of different guns, costumes, and items to unlock. So, you always feel like you have a reason to keep playing.
(3) Good variety of missions. I was pleased to see that the missions don't just consist solely of "kill every zombie on the map". There are missions like that, but there are also missions where you just have to get to a certain location, or collect a certain number of items, or defend a location for a certain period of time, etc. And sometimes you're alone, sometimes you have a partner, and sometimes all five girls are together on the missions.
(4) Good variety of enemies. For the first few missions, you're only fighting super-slow zombies who are easily mowed down by the dozen. And you'll find yourself thinking "this is going to get boring REALLY fast". But then they quickly introduce fast-moving zombies, huge zombies with tons of hit points, zombies with guns, zombies that explode when they die, etc. So far, it's really kept things interesting.
(5) Characters can use any firearm. Based on some of the screenshots I'd seen, I was concerned that each girl would only be able to use a certain type of weapon (handgun, shotgun, assault rifle, etc.). However, each of the girls can use any of the weapons you unlock. Plus, they can carry up to five weapons into a mission and switch between them at any time. So, if you find a girl with a power that you like, you're not stuck using a suboptimal firearm.
Of course, things aren't perfect. The controls aren't the best (although, I'm getting more used to them). And neither are the animations (but they're not terrible, either). And I wish that the girls had a bit more variety in what they say during combat (having them shout the exact same line everytime they reload is already getting a bit annoying).
But, so far, I'm glad I bought this.