Spamhaus is the one I prefer. I think Spamcop is too agressive. Of course, if you personally have an IP listed in Spamcop it may be easier to get it out of there than it would getting it out of Spamhaus.
Regardless of which one you use, make sure none of your IPs are listed on the RBL beforehand - otherwise you could really end up blocking legitimate mails between sites on your own servers.
I've used Spamhaus for many years on mostly business mail servers, and I have received only a handful of complaints over the years from my customers who were not getting mail from blocked servers.
Either one of them has some 'risk' - However, the benefits (reduced server load, reduced spam) far far outweigh the risks.
We implemented zen.spamhaus.com and spam dropped significantly! That is great news. So can we also disabled SpamAssasin to save some memory usage? We use spamassasin to auto delete any spam with score > 5. Any thoughts?