I installed a Samsung m951 with a generic m.2 to pcie adapter card in my z800 and it worked fine as a data drive and is much faster than any SATA or SAS SSD you could use. However, the best information I have been able to gather with some hours of research is that the z800 will never be able to boot off of it. You need UEFI, which is only supported in the z420/z620/z820 and z440/z640/z840. Even moving to Windows 8.1 or Windows 10 will not help, since it is a BIOS issue and HP is not updating the BIOS for these older models anymore.
The particular application I wanted to speed up was, unfortunately, not disk bound after all and did not benefit much from the super-fast SSD, so I returned it. I would have kept it if I had been able to use it as a boot drive.
If you want to boot off an SSD, then just install a normal SATA2 or SATA3 SSD and deal with the 3 MBps limit on the SATA controller on the z800. You would have to have 4 or 5 of these SATA drives connected in RAID to come close to saturating even SATA2, so don't worry about z800 being limited to SATA2. If you are building an array that large, you'll be going about it differently.
As other posters have pointed out, even a 500Mbps SATA2 SSD is so much faster than any HHD that you won't notice a difference functionally compared to a 1000 to 2000 Mbps PCIe SSD. In my data-drive configuration, I was looking at some very large file transfers and thought the additional speed would be worthwhile but it turned out otherwise for this particlar application. (I have since found out that I might have been wrong and that the effect is specific to the particular kind of model being run, but it is too late for me to test it out since I returned the drive. I wanted more than 500GB anyway.)