I own a desire Z too. I recommend it to any android fan.
I'm currently running the 2.2.1 android version. I didn't root the phone and i'm not planning to do so anytime soon. I'll just stick to the official releases of system updates.
But I also keep myself updated about the latest updates for my phone. and yesterday, i came across a link (
http://www.androidcentral.com/gingerbread-rom-htc-desire-z-leaks-out that shows a leaked Gingerbread ROM for the HTC Desire Z.
It's up to you. For me, i'd rather stay on the safe side.
And btw, good choice dany again. HTC devices are simply super-cool.