The difference between a 4x4 and Z71 is that latter has a more harsher ride for those who have driven on both types of suspension. The Z71 has larger stabilizer bars and is meant for offroad rides.
1 Additional Answer
There are only a few differences between a 4X4 and the Z71. The Z71 is the same as a 4x4 but with more to it. It is like an upgrade that includes skid plates, better shocks, improved air filters, and smaller gears.