Actually there are just as many conditions with your loop structure,
however it's ONLY clear if you either document it (unlikely), or the
code is a small snippet like in the example.  However if there is a lot
of code, there is nothing in the code to connect the goto to the loop,
so here is where it starts looking more difficult:

for (int z = 0; z < 10; z++)
   for (int y = 0; y < 10; y++)
      for (int x = 0; x < 10; x++)
         if (array[z][y][x] == somethingNeeded)
         {
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
// more lines of code
            goto hop_out;
            }
hop_out:

Yes, this code is legal (C and C++ at least), even though it's confusing
, because you may not remember (a year later) that the goto is connected
to any of the loops.  The flag version, may contain more conditionals,
however you know that the loop is connected to it, even though the
number of comments is the same.  In other words the flag documents
itself.  You know that another condition is connected to the loop.

You know as well as I do, that most C programmers would rather have
themselves boiled in oil, have all of their fingernails pulled out, and
be keel-hauled in acid then to voluntarily write the combination /* or
// any more often then required by employer standards.

Another possible way to write this is this way:

bool onlyFirst = true;
for (int z = 0; z < 10; z++)
{
   for (int y = 0; y < 10; y++)
   {
      for (int x = 0; x < 10; x++)
      {
         if (array[z][y][x] == somethingNeeded && onlyFirst )
         {
            onlyFirst = false;
            // do stuff
         }
      } // for (int x
   } // for (int y
} // for (int z

In this case, you simply let the loops "deadhead" to completion, knowing
that the innermost condition will not trigger a second time, because the
condition can not be met the subsequent times.  Of course you probably
don't like this either, it wastes some time running the loops, but in a
day when most processors are 1GHz and higher, that doesn't really matter
much.

However it still documents itself, and you can't get tripped up, by a
loop that does not complete.  Even though the braces are not needed, I
usually put them in, along with the decorations, only because it makes
the code far easier to read, especially a year later when you can't
remember what you did, and the } is over a screen length away from the
related for.

W