Resistive voltage dividers work well in stompboxes (in general) because often you want a reference voltage that is some fraction of the total power supply, and the power supply is not always known. It can be a battery (whose voltage changes over time) or some random wall wart from 9V to 18V or higher. Two equal resistors will give you a reference that is always exactly half of *any* supply.
Diode voltage references work best where you want the voltage to always be *exactly* such-and-such volts, no matter what the power supply is doing.
I think of a Zener reference as being a cheap and not as good alternative to a regulator IC. The IC regulator performs better in most categories (power consumption, output current, noise, etc) except purchase price. You can add a constant current source and a big cap to a zener voltage reference to improve the standby current and noise specs, but by that time many regulator ICs are cheaper and take up less board space.