but a Z is not a particularly high compression motor.....

Your best bet, for optimal efficiency and gas mileage, is running the temperature plug recommended by Nissan, and having some means of tuning the car (UTEC, flash, whatever) to do your tuning.

The only reason to replace the plugs at this point is if your current plugs are showing signs of wear. I'll do be doing some testing on my own car with the stock temp range level NGK's soon, as my car is at 42k miles and plugs are just starting to show signs of wear. When we do the head swap, I'll swap plugs at the same time

 

It seems to be a common misconception that colder is better. That is not true. A "colder" plug is better for a FI engine because they have higher cylinder temps which may damage a stock heat range plug so they need one that will discipate heat faster. However, if you switch to colder plugs without also increasing cylinder temps, your plugs will not get hot enough to burn off deposits and they will foul and stop working very quickly.

If you are staying NA, stick with stock heat range.