Somewhere I saw the spec for a Casio model, but it might vary from model to model. With my TB-1 (midi thru-box) the standard size 9v adapter was a bit too big. Mine was a Radio Shack Universal 9v adapter. The Casio branded AD-1 for the DH-100 fit the DH-100.
The advice to get one that has interchangeable tips might be good--so long as you set the polarity correctly.
Radio Shack used to have on their display a whole bunch of plugs so you can get the right size you need.
What model CZ are you talking about? I will see if I can find where I saw the spec.