You are already at a disadvantage using a hyphenated domain name. It's just another challenge using the "z" replacement.
Think about the user experience. How many people looking at your site will go to keywordguides.com when they are actually looking for keyword-guides.com? The same idea with the "z" replacement.
From a search perspective, you will not be an exact match. You will be "one off" which will put you in the same category as other mis-spelled words.
It is definitely preferable to get a .com, but if push comes to shove the options I would consider are:
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search for other TLDs such as .org, .info, .biz, etc. From a search engine standpoint, the TLD doesn't matter. Your focus would be ensuring those who look for your site are aware of your extension.
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create a brand. Twitter, Google, Myspace are all brands whose name has no indication as to the type of content is offered on their site.
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www.keyword-guidez.com is a bad option. It's bad for users who are looking for your site, it's bad for creating a keyword phrase match, and it appears a bit spammy so even when users find your results in search engines they may be less likely to click on it.