I think that to be able to take your national team to victory and carry a team lead by Domenech to a World Cup final is way much better than what Messi has ever done.
so tell me where was Zidane for Juve between 99-2001 when we didn't win the league titles? Were was Zidane for Real Madrid between 2004-2006 when they hadn't won anything? Were was Zidane for France in 2004 when they flopped in Euro 2004? Zidane had so many inconsistent years.
Yes his world cup in 2006 was amazing, but France's team was fantastic back then too; Henry, Thuram, Vieira, can't discount those.
Messi has been the better and more consistent player in my opinion. He lacks a World Cup sure, but things have moved on now. Club competitions have over taken International Competitions. In terms of raw quality Messi is better than Zidane. I'd even say C.Ronaldo was better as well, Ronaldo was more effective for Real than Zidane was for them
Somehow if we had Messi instead of Zidane between 1999-2001 I doubt we would have went so long without winning the league let alone getting knocked out the group stage in 2001.