Most sensitivity from whitening is from dehydration during the process, and goes away in 24 hours. Some Ibuprofen in advance can prevent extreme pain, but discomfort is common.
While Zoom is a single visit process, the effects are hit or miss. Some people are happy, some not. Effectiveness is truly dependant on dose, duration and frequency. Dose would be concentrations of gel, duration would be how long the teeth were exposed (all night long? 2 hours per day?) and frequency would be how often (daily? every other day?). The take home trays allow more duration and frequency but usually a lower dose (concentration). But this usually results in a deeper penetration of the bleach, meaning lasts longer.
Zoom is usually a higher concentration but shorter exposure. It gives a nice immediate effect but longevity varies from person to person. The higher fee is for the chair time in the dentist office and added cost to the materials. Most people that have done it have been happy with the results and have felt the higher fee was worth it.
My experience is that the best result is a combination, often called "Deep Bleaching" in many offices.