Well, I can't speak to the features of tkz-fct, but pgfplots is in every way superior to plain tikz. I am quite new at it, but here are the things I've already enjoyed:
It draws the axes automatically. You probably understand how wonderful that is: I don't have to worry about the range (which can change as I develop the picture); I don't have to worry about where to put the arrows; I don't have to worry about how much the axes will "overhang" into the quadrants I'm not using (e.g. if I draw a first-quadrant picture, how the tails of the axes will look as they cross the origin).
It has logical, "graph" coordinates that are independent of picture coordinates or page dimensions; these coordinates scale automatically to fit the picture and you can specify their extent, too! No more guessing how high to draw an asymptote!
The syntax for writing a function in algebraic notation is a little nicer: you can write x instead of \x.
You can filter coordinates: no more guessing how close to the asymptote to make the domain in order to get the picture to look decent! Also, no more splitting the domain around singularities.
This alone makes it my package of choice as a casual user: if I want to draw a random picture, it's as simple as
\begin{tikzpicture}
\begin{axis}
\addplot f(x);
\end{axis}
\end{tikzpicture}
A ten-second job compared to the previous ten-minute job adjusting all these things myself.