One thing to consider is the EeePC’s lack of gigabit LAN. If I had to do it over again I’d probably get an EeeBox. Either the B202 or the newer one have GLAN, which I expect would work with Linux. Kind of strange that the EeePC with screen running all the time uses less power than the EeeBox, which I think is 13-15W.
This is only an issue though if you use VLANs, which I do. Otherwise you have your ZS box between your only subnet and the internet, and if you are complaining about 100Mbit being slow on that, I envy you.