I shopped both extensively and had a very difficult time making a decision, but ultimately chose the MKZ Hybrid for the following reasons:
The interior is of higher quality with softer leather, nicer ambient lighting, soft-touch surfaces in many more places, and felt linings on the inside of bins rather than hard plastics. The push-button shifter also makes for a sleeker console with a convenient lower shelf.
All exterior lighting is LED including the headlights, back-up lights, and turn signals. On the Fusion you are stuck with halogen and incandescent lighting unless you replace them aftermarket.
The cargo compartment is too limited with the Energi battery. With the hybrid I can put the rear seats down and carry oversized objects with ease.
The expense of adding a charging station to my garage would not have paid for the gas savings over the course of a 2 year lease.
After the better part of a year with my MKZ, I'm still very happy with it. However, I have become increasingly fascinated with plug-in and electric vehicles and do wish that I had that functionality. The car is great in electric mode, but the gas engine can be a bit noisy when it kicks in. Having the ability to plug in would allow the car to operate in EV mode for virtually all the miles I drive in a typical day. If you are looking at the Energi just for potential gas savings it isn't worth it, but if you want the electric driving experience and don't go more than 20 miles between charges then I'd highly recommend that route over the MKZ. The Fusion is no Lexus mind you, but it's far closer to that than a Camry.