Maradona is easily a better player than Zidane. ZZ is one of the best of all time, but he falls in the large category of players that comes after Maradona and Pele, which includes the likes of Beckenbaur, Di Stefano, Puskas, Eusebio, Ronaldo, Ronaldinho, Cruyff, Platini...Baxter, Law, Dalglish, Johnstone, Cooper etc :-).
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As for being the best player of the last decade, you could argue that the two Ronnies of Brazil are as good if not better at their best. If I had my choice of the 3 players at their best, I would go for Ronaldo. When he was young he was frightening, and he was justifiably imho compared to Diego and Pele, and in 2002 he scored 8 goals to lift Brazil to the WC last time, a WC where a young Ronaldinho also shone.
Zidane has never had a great World Cup surprisingly. In 98 he only really was great in the final (and was not even in the top 3 players of the tournament - Ronaldo, Suker and Thuram picking up those honours - although that is stupidly voted for before the final). He missed the best part of 3 games because of a red card in 98 if you recall. In 2002 he picked up an injury just before the finals and France went out in the 1st round. This World Cup he has either had 1 good game (Brazil) or 3 good games (knockout stages) depending on how you view it. I was surprised to see him included in the BBC's list of World Cup legends (although now he perhaps deserves to be on such a list). Having said all that, he has made the difference for France in this WC and is one of the all time greats.