I can assure you that I have seen deluxe berths on Z trains (I'm back up to speed with the terminology now, thanks to rkkwan, so don't worry about that), though not on every train.

Back when I used to do the train commute on a regular basis, the most important criteria for me was the operating company. Basically, you want to get the Shanghai-based company because their trainsets are much nicer (to the extent that the availability of deluxe becomes moot). My favorite feature of these trains is the nice bar cars; you are bound to meet interesting people there and you can count on cold beer until around 11p (v. 930 on the rest).

It's been so long since I've taken a train that I can't offer any more specific advice regarding train numbers, but the people at the ticket window should be able to clue you in if you ask nicely (don't say directly that you want a SH train if you're buying in BJ because there is a lot of jealousy there; just ask what train is the most popular and go for it).