The value of something is determined by comparing it to something else. God is infinitely valuable because He is one of a kind. A rarity. Unique. Even though we are unique in personality there are other "humans" on this planet. Therefore, while made in God's image we are not God himself. He is holy. He is unique. He alone is God. Therefore, our deepest joys eternally and even earthly speaking find their fulfillment in Him (Psalm 16:11). There is nothing more valuable than relationship with Him and the potential of eternal relationship is staggering in its weight and scope (John 14:1-6) and flows forward through history from the birth, death, and resurrection of His Son, Jesus.
Interestingly, it seems as though there were many in Zephaniah's day who had trouble making an appropriate value judgment in relation to the Eternal God. They thought that they could both swear allegiance to Him and to Milcom--almost as if to say that they could not choose who was best. And for this mixture--a kind of syncretism--they paid dearly, for the "day of the Lord" was a reality that they were soon to reckon with and that we all, in a larger sense, must also reckon with. C.S. states it well when he wrote in The World's Last Night and other essays: "Women sometimes have the problem of trying to judge by artificial light how a dress will look by daylight. That is very like the problem of all of us: to dress our souls not for the electric lights of the present world but for the daylight of the next. The good dress is the one that will face that light. For that light will last longer". God has been incredibly gracious to us by sending His Son to us and thereby revealing Himself to us. Let us choose wisely then over all that this world has to offer for the day of the Lord is indeed coming.