hi,
Usually zener diodes are used as shunt regulators for low/medium current regulators.
The LM78xx series are linear 'series' regulators which have a higher degree of regulation than a zener diode.
The 78xx and 79xx series of series voltage regulators have excellent voltage regulation.
They also have internal thermal overload protection (they shut down if they get too hot), output short circuit foldback current limiting and output transistor safe-area compensation.