escaping

[leo]

simple problem, but a basic problem nonetheless

consider

echo \z #backslash is a special character to the shell, so it is not printed
result: z
echo "\z" #when using double quotes, every special character is turned off
except variable and argument substitution ($), backticks and backslash.
why does the last statement output: \z instead of (what i expected) the same
as the former command (a single z)???

tx