Interesting question! It really depends on the mythos you choose. If you go for the White Wolf Hunter-style mummy and zombie, then definitely the mummy. But if you're comparing traditional mummy and zombie, it's all about not being wrapped in bandages and walking with your arms outstretched. And if we're talking about real mummies (who are dead by definition) versus pretty much any mythical state of living, I'd have to choose zombie. But where it's really at is in the truly great debate: Werewolves versus Vampires.