Both of those are ways to wire up an LM35, but not an LM335. Read the datasheet. The cap and resistor act like low-pass filter and also probably lowers the impedance when the sensor is read. It would probably be more useful on long wiring situations to prevent oscillations.
I'm currently reading an LM34 using nothing but wires (no cap or resistor). It's a little noisy, but over-sampling it takes care of that. I think I'll try the cap and resistor and see if I can see any difference.
thanks. but why is there 2 grounds for the first diagram? How do I connect them?