Talking about differences between zsh and bash:

With quotes around $@ and $*, zsh and bash behave the same, and I guess the result is quite standard among all shells:

 $ f () { for i in "$@"; do echo +"$i"+; done; }; f 'a a' 'b' ''
 +a a+
 +b+
 ++
 $ f () { for i in "$*"; do echo +"$i"+; done; }; f 'a a' 'b' ''
 +a a b +

Without quotes, results are the same for $* and $@, but different in bash and in zsh. In this case zsh shows some odd behaviour:

bash$ f () { for i in $*; do echo +"$i"+; done; }; f 'a a' 'b' ''
+a+
+a+
+b+
zsh% f () { for i in $*; do echo +"$i"+; done; }; f 'a a' 'b' ''  
+a a+
+b+

Talking about differences between zsh and bash:

With quotes around $@ and $*, zsh and bash behave the same, and I guess the result is quite standard among all shells:

 $ f () { for i in "$@"; do echo +"$i"+; done; }; f 'a a' 'b' ''
 +a a+
 +b+
 ++
 $ f () { for i in "$*"; do echo +"$i"+; done; }; f 'a a' 'b' ''
 +a a b +

Without quotes, results are the same for $* and $@, but different in bash and in zsh. In this case zsh shows some odd behaviour:

bash$ f () { for i in $*; do echo +"$i"+; done; }; f 'a a' 'b' ''
+a+
+a+
+b+
zsh% f () { for i in $*; do echo +"$i"+; done; }; f 'a a' 'b' ''  
+a a+
+b+

(Zsh usually don't split textual data using IFS, unless explicitly requested, but notice that here the empty argument is unexpectedly missing in the list.)