Difference between LM335A and LM335Z?
The two models are LM335, and LM335A. The Z suffix indicates package type.

In this case, the A version has an "Uncalibrated Temperature Error" of 1°c nominal, 3°c max, while the non A version is 2°c nominal, 6°c max.

This is all in the datasheet, which you should read if you are thinking about implementing a circuit using this device.

The datasheet is here. The specs which differentiate the two models are primarily on page two.

Manufacturers almost universally offer varying accuracy grades with temperature sensors. This is an example.