Don't get hung up on the Z71 v 4x4. At the end of the day, 4wd is what will matter. Other parts are easily upgradeable, with money of course
If you haul a lot of stuff inside, gear and such, get the fullsize truck. Nothing worse than being cramped. It'll be much more versatile than a midsize. I've driven both midsize and fullsize. Hands down full size is better. Don't get me wrong, I love the ZR2. It's a hard choice.
Mileage, can't say. The ZR2 should fair slightly better than the 1500.
Longest lasting - that varies truck to truck with maintenance and abuse/lack there of
Mud/gravel - depends on tires.
It'll be a personal preference as to the truck you get. What are the specs of the ones you're looking at?