From a parental standpoint, the Furreals are more annoying because they make more noise. Otherwise, they're pretty much interchangeable. Zhu Zhu probably has more accessories available. I, personally, am going to pick up whichever ones I can find cheaper. My kids don't show a preference.
I'm actually in the market (well, my daughters are) for used zhu zhu accessories if anyone has any that they want to sell. They're looking to get a bargain with their birthday money Good to excellent condition, but boxes not necessary.
Furreal thingy are gonna be $10. Link to black friday Wally World ad: http://www.blackfriday.info/sales/walmart-black-friday-ad.html
I'll take what she doesn't want. Santa is goingto have it all set up under the tree anyway, no boxes to hide!
It's funny but the furreals are REALLY sort of life like. My 4 year old got one for her birthday, but our 2 year old really loves it. He would LOVE a *real* puppy, but we're not ready for any new pets at the moment. The Furreal makes a nice little substitute for him.
