I think I'm leaning more toward Velcro than zippers. It seems to me like it would be less bulky, would be easier to position (since you can detach and move it just a little to one side if you need to) and it would be less expensive, at least I think it would be. You could easily have several different sizes if you want to.
One of the advantages of either Velcro or zippers with multiple sets of the add-on leaders is that you can easily take a quilt off the rack, put up another, and then re-load the original quilt later. If you're quilting for others, that would be a definite advantage, but I think it would be nice even if you're only quilting for yourself.
Right now I have a big quilt all loaded, haven't started quilting yet, and I think I would like to load a practice piece to try out some different techniques before I start on the real quilt. If I do that in my present set-up, I'll have to completely unpin the big quilt, and then pin again when I re-load it. So... will probably forego the practice and maybe be sorry in the long run.