Personally prefer :xprobably because it’s a little more ergonomic, as Z is all the way in the corner (QWERTY), and is the same key twice, while : and x are in two different spots, and can therefore be hit faster.
I know, it’s like millisecond differences, but, hey, I’m a vim user.
:x will save and exit. The difference between :x and :wq is that the latter will always write to the buffer, while the former will only do so if theres a change.