xy = {{x1,y1},{x2,y2},..}
z = {z1,z2,..}
xyz = Partition[Flatten[Riffle[xy,z]],3]
and you're done. Riffle also works with just one z-value, it'll do exactly what your question was, after re-reading your question more carefully.
Explanation:
First, Riffle[list1,list2 or element, so just z1 works, too] makes
{ {x1,y1}, z1, {x2,y2}, z2, ..}
then, Flatten[list(s)] makes
{ x1,y1,z1,x2,y2,z2,.. }
finally, Partition[list,n] turns it into
{ {x1,y1,z1}, {x2,y2,z2}, ...}