I've been using swf studio for a few years now and thought I'd share my experiences.
A few years back I produced a simple design tool in flash and made an exe version with swf studio. I used innosetup to create the installer and put it online for people to try and buy. I've used plimus to handle the payments.
How has it done? We'll with zero advertising and no business experience I've managed to sell over a thousand copies and make over 20K US. Not a huge amount but given that this was always a side project I think that counts as a success.
I did try out and evaluate zinc 2.5 and would have loved to make a mac version with it but alas it was just too buggy.
Ultimately the best things about swf studio are that it produces reliable and stable exe's - I've had very few technical issues - even with the horrible Vista.