If memory (micro-sd) is no concern to you, buy the Sony. The sound is warm and the bass is punchy.
Between the F and Z, I'd go for the Z. Bigger the screen size better for the eyes!
Having owned the Z1060 before the F, the F to me was a downgrade. I had to get rid of it. The Z seems to be discontinued in the Sony website & Sony Stores but can be had from other online retailers at a good price. I dont know where you live, but maybe you can get the Z for a better price (as you mention)
I do recommend a case for the Z, as it gets scratched easily with paint chipping off. The day I bought the Z1050 to now, I have no cosmetic issues.
Also the battery life is pretty good and lives to what it describes. With the newer update you get another another 5 hours which aint bad. so total of at least 30 hours ain't that bad for something that runs android!
Cowon Z2 does have issues. Heating, automatic shutdown etc. It would be nice i they did some research & provided some firmware update, but for now the Z wins