How do I show that $\mathbb{Z}$ is not isomorphic to $\mathbb{Z} \times \mathbb{Z}_3$?

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More generally, what is the best tactic for proving that two groups are not isomorphic to each other when they are of the same cardinality?

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In this case, it's easy: $\mathbb{Z}\times\mathbb{Z}_3$ has an element whose order is $3$, whereas $\mathbb Z$ has no such element.

In general, thinking about the orders of the elements is a good approach.