Sunyaev-Zel'dovich (SZ) surveys are promising probes of cosmology - in particular for Dark Energy (DE) -, given their ability to find distant clusters and provide estimates for their mass. However, current SZ catalogs contain tens to hundreds of objects and maximum likelihood estimators may present biases for such sample sizes. In this work we study estimators from cluster abundance for some cosmological parameters, in particular the DE equation of state parameter w(0), the amplitude of density fluctuations sigma(8), and the Dark Matter density parameter Omega(c). We begin by deriving an unbinned likelihood for cluster number counts, showing that it is equivalent to the one commonly used in the literature. We use the Monte Carlo approach to determine the presence of bias using this likelihood and study its behavior with both the area and depth of the survey, and the number of cosmological parameters fitted. Our fiducial models are based on the South Pole Telescope (SPT) SZ survey. Assuming perfect knowledge of mass and redshift some estimators have non-negligible biases. For example, the bias of sigma(8) corresponds to about 40% of its statistical error bar when fitted together with Omega(c), and w(0). Including a SZ mass-observable relation decreases the relevance of the bias, for the typical sizes of current SZ surveys. Considering a joint likelihood for cluster abundance and the so-called "distance priors", we obtain that the biases are negligible compared to the statistical errors. However, we show that the biases from SZ estimators do not go away with increasing sample sizes and they may become the dominant source of error for an all sky survey at the SPT sensitivity. Finally, we compute the confidence regions for the cosmological parameters using Fisher matrix and profile likelihood approaches, showing that they are compatible with the Monte Carlo ones. The results of this work validate the use of the current maximum likelihood methods for present SZ surveys, but highlight the need for further studies for upcoming experiments. To perform the analyses of this work, we developed fast, accurate, and adaptable codes for cluster counts in the framework of the Numerical Cosmology Library.