As the wiki articles says the z actually represents the old letter yogh which looks a bit like a z. You find it quite a lot in Scottish place names like Culzean and Lenzie, and surnames like Menzies and Mckenzie. All of them are yoghs and all were originally pronounced as more of a y sound so culain, lengie, mingis, makenyie though nowadays it's not always the case as you'll see from Mckenzie.
I've not personally heard Dalziel as a first name but I think it's of the class of surnames which tend to get passed down as first names more often when it's in the family.
This message was edited by the author on October 23, 2008 at 12:33:18 AM