Arildno really likes the hyperbolic function substitutions. Personally, I prefer trig substitutions, perhaps only because they were the first ones I learned.
We know, of course, that sin^2(\theta)+ cos^2(\theta)= 1 and, dividing through by cos^2(\theta), tan^2(\theta)+ 1= sec^2(\theta).
So if we let x= z tan(\theta), z^2+ x^2= z^2+ z^2tan^2(\theta)= z^2(1+ tan^2(\theta)_= z^2sec^2(\theta). Of course, dx= z sec^2(\theta)d\theta so the integral becomes
\int\frac{z sec^2(\theta)}{z^3 sec^3(\theta)}d\theta= \int \frac{1}{sec(\theta)}d\theta
= \int cos(\theta) d\theta
which is easy.
Since \theta= arctan(x/z), the integral will eventually give sin(arctan(x/z)). You can imagine that as describing a right triangle with legs x and z (x opposite the angle) so that the hypotenuse has length \sqrt{x^2+ z^2} and sin(arctan(x/z))= \frac{x}{\sqrt{x^2+ z^2}}.