personally, i like large pockets with velcro closure. large because you can never have too much space, my compact camera setup actually fits in to a pocket which is quite nice. zips are a bit more fiddly with gloved hands than velcro.
i think glued-on pockets are the best option, but obviously they aren't portable from one suit to another as with the other options. a cheap, quick and nasty solution that someone told me about was to wear normal cargo shorts over a wetsuit. it looks crap, but it works!