Hi, I agree on the "one is simpler" basis, unless your papers are nicked. Even then you'd have a hard time explaining why you don't have a visa and entry stamp in the other...
BUT Take the ZA one: you are welcomed as a citizen of the same continent, visas cost less (sometimes, if you haggle, which is expected of an African) and if some officials are surprised to learn that there are fair-skinned south africans they are all much cooler with someone from the land of Nelson, Ladysmith Mambaza and the Kaiser (sp) chiefs.
Looking at the date of your post you're probably already out there, if so how's it going?
L
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