You could also just enable X-ray:

(although I must admit, that I never use it like that); this is enabled automatically, when you enter Wireframe Mode, like Omar says.
What I ususally do, instead of SHIFT+Z, is press Z and then immediately move the Mouse Pointer to the left:

(This is not better than SHIFT+Z, by the way!)
And, if you are missing some items from the Pie Menu, you can enable them in your Edit > Preferences:
