Just like with the staff?
Just like with the staff, except over twice as fast (at 16 invocation/evocation, staff gives an average of 1.35 mana per turn, while Sif gives 3.5 mana per turn (with slightly less at lower then 24 int)) and not requiring a weapon slot. Over 10 turns that's the difference between gaining enough mana to cast one firestorm (0-30 mana, with an average of 13.5), and gaining enough to cast almost 4 (10-60, with an average of 35).
I will admit that using the crystal ball+clarity might be more efficient then Sif, although seems more risky (with a chance of int drain/mana drain even at very high evocation). But I haven't really ever tried using it, so I don't know for sure.
Sif is IMHO significantly better for Zig. While Vehumet is great while you still have mana, and you can go entire floors without ever running out, once you do run out you are in trouble.
With Sif (assuming things like haste+swiftness and sufficient food/necromuation) you can just retreat a bit and channel your mana back.
This is surely backwards. In a Zig there's not much room to run, but plenty of high HD monsters to kill for MP.
Disclamer: Everything I am saying is from my experience doing Zig's, and only really applies to pure casters (since I have never done one with anything else). I also haven't done any zigs since angel floors were introduced, but I don't think they would really have a significant effect of strategy.
You are in extended endgame, so no matter how many weaker monsters (lair monsters, elves, orcs) are sent at you, killing them all off is trivial.
You are a caster, otherwise why would you have Sif/Vehumet.
You know fire or ice storm.
All of your used spells have less then 5% fail chance, otherwise Vehumet is clearly a better choice.
You have haste.
You have swiftness.
Ideally you have boots of running, but is not required.
You have necromutation, or so much food and so little spell hunger that you can get by without it.
I will concede Vehumet is better in easier levels. When you are able to kill 5+ enemies with every single storm, and very few survive the first storm (and none survive a second), then you have basically infinite mana.
The real problem is when you start to come up against multiple tough resistant pan-lords and some of the other nastier enemy sets (godamn dwarves).
Suddenly you have enemies that you cannot ignore, and that require a significant amount of mana each to kill. Now, it is entirely possible that you will kill enough enemies with every single storm to keep your mana from getting too low, or get decent regen rolls on the strong enemies that you kill. But if you do run out of mana then it is significantly harder to come back from.
Zig levels aren't actually very small. By the time you reach a decent depth they are 30+ wide, and assuming you run straight to the front and start throwing spells out there (and rapidly deplete your mana pool), there will be quite a bit of space open behind you to retreat back into, especially since your spells will probably kill the first wave of enemies. It isn't a huge amount of space, and won't last forever, but it is usually enough for a couple of channeling sessions. You can also channel between castings, since you have haste you can regain quite a bit of mana before most enemies actually manage to reach you.
With haste+swiftness, your rapid movement speed allows you to back off very quickly after throwing spells out there and channel a significant amount of mana back. With the staff the amount isn't very much, just 0-2 storms (along with having to swap your weapon to the staff, or keeping it on and loosing resists and melee potential), but with Sif you get 3-5, enough to make it worthwhile.
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That said, I haven't actually ran through a Zig with Vehumet, so I wouldn't know how strong he actually is in one. But I have finished one with Sif, so I know that her channeling is extremely powerful and useful in a Zig.