If you want to use two zetas on Empire, do Palpy's leader and Vader's unique, in that order. Vader isn't used as a leader very often these days, so you don't need that zeta right off, and Palpy's unique is good but not as good as other zetas. If you have Thrawn, his zeta is also good and might be better for you than Vader's, but do not do Thrawn's until after Palpy's leader.
Also note that to do a zeta you will need 20 zeta mats, 30 or so purple mats, and 10-15 omega mats, plus 125k credits (with some variation depending on which zeta you do). So if you are planning to zeta right as you reach the appropriate levels, make sure you save all that you need.
As for doing Empire over another team, Raid Han zetas are good but not likely to work well in Arena unless you have a team to use him with. Bastila lead zeta makes a huge difference to her team, both for climbing Arena (offense) and defensive holding. If you have a Bastila team for Arena, I'd do them over Empire- I jumped 100 ranks just from that zeta alone. If you are using Empire in Arena, by all means do Palpy's leader.
