You should obtain a multiple entry visa so you can travel freely to HK, Macau and other countries. This past year, the school paid for this also.
You MUST have a medical exam by the Chinese doctor—very cursory—height, weight, blood pressure, vision, and blood sample. They do use sterile needles. The clinic is just for foreigners and those Chinese going abroad so it is okay. This year I had a chest x-ray for the first time because of SARS. You must pay for this exam around 500rmb. The procedure is: arrival with the visa obtained in your country, medical exam, visa application with picture with designated receipt. Easiest studio to go: Youyixuan Photocopy Shop & Studio, third floor, the campus supermarket. Don’t forget to ask for a receipt (huizhi, in pinying) It takes a couple of weeks during which you cannot travel as you need to show your passport for planes and hotels. If all in doubt always double check at your local Consulate /Embassy for an update.
You must get the Z visa to enter China, otherwise it will not be possible for the university to sort out the multiple entry work visa when you arrive.