Vodafone has announced it is beginning to roll out Android 2.3.3 for the HTC Desire Z. Much like any other OTA update your device will notify you when the update is available, simply accept the update, it will download and then install, and boom you will have Gingerbread. It is recommended that you download via wifi if at all possible due to the size of the file. Already installed the update? How did it go for you, be sure to let us know!
Source: Vodafone: Thanks, Anthony!