I just unlocked Zam by accident (entirely through GW shards) but Dengar is quite average if not terrible. Only selling points are high health and a stun on special if target has over 50% tm. I guess the possibility of tenacity down AOE on the other special is nice but eh.
Zam almost would have to be better by default but I'll let others chime in on her.
EDIT: Forgot to mention that Dengar has possibility of calling assist when attacking debuffed enemies.