There are four ways to exit configuration mode in Cisco and go back to privileged EXEC mode: Ctrl-Z, Ctrl-C, and the "end" and "exit" commands. At first, these methods may appear similar, but there are some important differences regarding which ones to use.
"Exit" is a little different from the other commands in that it returns you back to whatever mode you were in before. This means that only in global configuration mode does it return you to privileged EXEC; in other configuration modes, it returns you to the previous configuration mode. In contrast, the other commands allow you to jump all the way out of any configuration mode back to privileged EXEC.
The difference between Ctrl-Z and using either "end" or Ctrl-C is that Ctrl-Z first adds the command to the left of the cursor to the configuration, so it's equivalent to pressing the Enter key and then using the "end" command. This can be a way to minimize keystrokes. However, to avoid accidentally adding a command to the configuration, you may want to be careful about getting in the habit of always using Ctrl-Z. Hence, Ctrl-C could be viewed as a safer shortcut.