I don't have a zafu. When I sit, I prefer to sit flat on the floor, more Yoga-style. I have tried some zafu-like pillow constructions, but they never seem as comfortable as sitting on the floor without supports.
I know that the recommended support system is both knees pointed down below the abdomen, forming a triangular sitting structure. What benefits am I missing out on by not sitting this way? I find it distracting.