I haven't been to Zell, mainly because the ski area doesnt light my fires. Its fairly low and often struggles with snow, and
Kaprun then becomes dangerously overcrowded, as well as being bleak and miserable - a friend of mine has been there and reported first hand to me on the place.
St Anton I have been to, and can only tell you what a superb ski area is available on the pass, and you can also ski
Lech and Zurs on the pass.
Its higher up and therefore much more snowsure.
Like anywhere, it has its expensive bars and restaurants, but you can find places with happy hours as well.
As for expensive, we travelled first week in Jan and had a 4 star chalet fully catered, flights and transfers, and a special deal on lift passes 2 for 1, for a total of £560 per person. I havent been able to find many fully catered chalet holidays for much less than that, although if you want to you can spend £1500 a week in the same resort just on accommodation.
I think people need to realise that many ski resorts have a reputaion for being expensive. Its hardly a cheap holiday to go on irrespective of where you travel to, but if you are prepared to look you will always find something of excellent value. I wouldn't class St Anton as especially expensive, particularly after finding drinks and food almost half as much again in France earlier this year.