Since you mentioned 'recorder' only in your message, I think many responders are assuming you're supplying your own external mics. However, since you're just referring to having it on your belt and having it handy, can I assume maybe that you don't have mics and one of the factors in selecting the R-09 and Zoom was the on-board mics???
What I can contribute to this is that when I had an R-09, I thought that the sound I got from the one or two samples I made with the internal mics are amazing sounding for internal mics. I didn't do any scientific testing or anything, but I'm just saying that I thought the sound was pretty dang good compared to what I expected.
Having said that, you also need to be aware that there is an inherent defect in the design of the R-09 in that the connections on the Line In jack are very weak and if you use that jack much, after some time it _WILL_ fail. Edirol is aware of this issue and has been I understand repairing all of their units under warranty, but what about when the warranty expires? I'm not sure if this is a reason not to go with the R-09, because it's a very very popular product amongst live music recordists, but wanted you to be aware of that issue. I was quite happy with the unit while I used it and the reason I sold it was to help fund gear slut-i-tis.
Can't comment on the sound out of the Zoom, since I've never owned one.