You can change most apps on a case-by-case basis using the keyboard customizations in System Preferences.
In any event, redo in most Mac apps is either Cmd-Shift-Z (because it's the opposite effect of Cmd-Z, which is undo -- many keyboard shortcuts follow this logic of being negated by a shift, e.g. the undo close tab command in Firefox) or it's Cmd-Y (because Y is the character before Z in the alphabet). These are both analogous to Windows, where it is typically Ctrl-Z and Ctrl-Shift-Z or Ctrl-Z and Ctrl-Y.
In what operating system is it [Any modifier key]-x? Across Windows, OS X, KDE and Gnome Linux, and a few Unix distributions, I can't recall having seen that. But if you want to change it, change it. Instructions:
http://support.apple.com/kb/HT2490#l4
EDIT: Are you guys sure it can't be changed this way? I think the reason it doesn't show up in the list is that it
isn't system wide (as mentioned, some OS X apps use Cmd-Y).
EDIT2: Also, you don't have to press all three keys together. Press Cmd and hold it, then press Shift, and hold it, and then press Z. No more mistakes. This is how the rest of the universe does command keys. If you were slamming your fingers on Cmd and Shift and Z at the same time, of course it wouldn't work very often.
