My thoughts:

If Zanarkand had won, Sin would never have been created, thus the larger cities at places like Djose, Mi'ihen and Besaid would still exist, and other areas would expand too.

The Yevon religion would not exist, meaning that the Al Bhed would probably not have been outcasts, therefore they would probably have contributed to the machina growth in Spira for the thousands years up to FF-X. The Guados would probably still have their own religion, so would the Ronsos (they more or less still have it in X and X-2 as well).

However, there is a fair chance that Bevelle would carry an enormous grudge and there might be another war. It's if of course impossible to say who would've won it, as the technology of Spira would be quite different at the time. But it is not impossible that history "would repeat itself" anyway. (A nice idea for a fanfic, though).