Cia is installed on the system, meaning you can launch the games from the 3DS menu. 3dz files are the same as 3ds files only with internet capabilities.
I would personally go for cia's as I like booting straight from the 3DS menu better then from the Gateway Menu!
CIA because you don't have to use headers which can get you banned like this guy. http://gbatemp.net/threads/error-code-002-0102-have-i-been-banned.380654/
We can use cia(s) for any roms like ORAS??