Zephyr's probably safer, all things being equal. The schedule has the Zephyr coming in an hour earlier than the Builder.
Overall? That's a bit tougher. I've never been on either train, but the Builder's route from Fargo to Chicago seems more scenic than Zephyr's from Omaha to Chicago. However, I know that Omaha's station has free overnight parking (I have no idea about Fargo), and if you're equidistant from both (Sioux Falls or Brookings, I assume?), the Zephyr arrives into Omaha at around 5 AM, versus the Builder's 2 AM arrival into Fargo. (Coming back, the Zephyr arrives into Omaha at around 11 PM, and the Builder into Fargo around 3:30 AM.)
However, have you though about driving to Minneapolis and boarding there? 7:50 AM departure to Chicago, 10:30 PM arrival back? It shouldn't be too much farther to drive to Minneapolis, there's free parking there (until they move to St. Paul Union Depot in early 2013, that is), and it's generally regarded as a key station (so there's more staffing there, the train is there for an extended period of time, and if you're taking a sleeper, there's a separate waiting area.)