We used both. The side zips are easier when they are sleepy as you can just lay them on top and do them up, it's a bit harder to get their arms in with the front zips if you're trying not to wake them.

We never had an issue with the zips sticking (always used Grobags).

But when they're a bit older, if they want to get out of them, it doesn't matter which way the zip goes!!