I always use SS. The whole Nazi thing is irrelevant as, at least here, whenever people use the term 'SS', they would clearly mean Zelda. Plus, as others have said, the other abbreviations could possibly stand for something just as bad; you just aren't aware. Besides, lots of everyday (or not-so-everyday, depending on where you're from) words can be more unpleasant depending on the context.That's not going to stop people from using it in the more innocent way (although, I suppose peopel would still use the more unpleasant way too, but that's beside the point).
Still, as had been pointed out at some point, lots of Zelda games have more than one abbreviations, so in that sense, I haven't a thing against SwS.