I havn't been as far as Meggen, but for riding to Zürich I can recommend going via Birmensdorf. This does add about 8km to the route, and a bit of a killer hill up to Waldegg. But it is short and sharp, but I managed it ok on a singlespeed mountainbike. But it rewards you by dropping you into the next valley which is quite pretty with gently rolling terrain, small villages and light traffic.

The more direct route to Zug is on a very busy road by the Sihl river and is a gentle, but constant, featureless uphill grind for most of the way. I have only done that one in the downhill direction, so the climb may not be as bad as I imagined. But downhill it was enough of a descent that I only needed to pedal when I wanted to try to embarrass some lycra clad roadie, damn them and their tall gearing.

But some of the roadies that lurk on here may be able to give you better recommendations. I'll now go an clense myself of this roadie corruption by mountainbiking in France for the weekend.