Zero's Buster and Dr.lights buster?

There is no difference. They both allow you to charge up the weapons you earn by defeating the eight bosses. Either you get the X-Buster Upgrade by finding the Dr. Light Capsule hidden in Flame Mammoth's stage, or you will be forced to get it after the first Sigma stage following the Vile fight. It's more a matter of when you want to get it. :)