I think Atomic would be worse seeing as how if there were any survivors left, the radiation would surely kill them off very quickly (and painfully). Not to mention kill just about everything else (plant and animal).
It wouldn't be a zombie apocalypse. In most known cases of zombie infestation, they're dumb, slow creatures driven entirely by the need to feed on brains. In other words, it is pretty easy to establish an effective quarantine and then bomb the crap out of the infestation. (See: Raccoon City, Resident Evil games) Depending on the level of technology brought in, and the intent of the aliens in question (enslavement vs. eradication) then that would potentially be the most destructive and thorough. With an atomic apocalypse, it is possible that pockets of humanity would be missed either through sheer dumb luck or proper bomb shelter preparations. With an alien apocalypse though, thinking beings with access to technology far beyond what we have, it is quite possible that it would be worse than even an atomic, global world war. Not a definite, but certainly either of the latter two options are more dangerous than the first.
Oops, I voted for atomic! Actually, if we had up to date bomb shelters humanity would go on just fine. But we don't stand a chance in hell against an advanced alien race.
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