The Z71 off road package has high pressure gas shocks (over standard shocks on just a 4x4). If you never had a Z71 optioned truck before, that's the way there are. The only suspension difference with the Z71 is the shocks and jounce bumpers, rest is the same as any other 1500 4x4. Rest of the pkg is a locking rear differential, HD air filter element, under body shields (skid plates) and the ever popular Z71 logos on the rear 1/4 panels.
I would check your tire pressure to be sure its at the correct psi but other that that just changing the shocks might not improve it to the degree you might expect. Also, make sure the tires are correct for the vehicle and not oversize etc as that will lead to a worse ride in my instances because more tire is contacting the pavement. Some times better tires can improve the ride bu that's another gamble.
If you want to really feel everything, get one with the All Terrain option, which I have. It rides like a 3/4 ton with the Rancho Brand shocks that are part of the GAT All Terrain pkg.
Mike
2010 GMC Sierra SLT ECAB Z71 All Terrrain
2009 CTS4 Performance Sedan