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}, ...}