The Kiwis sealed the series with a thrilling 28-27 victory in the second Test, but McCaw wants to fine-tune their performance - regardless of the scoreboard - for their clash in Hamilton.
"Although we won the game last week and had a bit better performance it still wasn't perfect. We want to be better this week and if we're realistic we need to be," McCaw said.
Having ground out a 20-15 win in Auckland and turned on 20 minutes of razzle-dazzle to win in Dunedin, New Zealand now have the opportunity to send England away with a 3-0 series defeat and at the same time equal the record of 17 straight Test wins by a tier one nation at Waikato Stadium.
"It would be a nice thing to take away. But there are 80 minutes to play first," said the pragmatic skipper, of the chance to emulate the 1965-69 All Blacks and the South African side of 1997-98.
"We've acknowledged the fact there is an opportunity there. It doesn't guarantee it's going to happen.
"You've got to ask yourself how you ensure those things get ticked off and it all comes back to preparing well, which I think we've done, and performing on Saturday. It will be a by-product of a good performance."
McCaw also said the series win against England would feel hollow if they took a step backwards in Hamilton.
"It would be horrible to go away from this three-match series saying we'd won it, but we hadn't performed in the last Test," he added.
"What drives this team is how we perform on the Saturday."
There has been some talk during the tour of whether the highly competitive series will have any bearing on next year's World Cup in Britain.
Certainly the England coaches will have discovered a lot about their players during the past three weeks and will have learned what they must get right if they are to win the Webb Ellis Cup on home soil.
But McCaw said form 12 months out from the showpiece event was not necessarily the perfect measure for success at the tournament.
"History will show " and I think back to 2007 " 12 months out from that and the Springboks weren't going so good and they won the thing," McCaw said.
"We lost a couple of games leading into the last World Cup, so things can change.
"But we've got a good bunch of guys here who can all be better and we can play a lot better so from our point of view we're in pretty good shape.
"But we realise we've got to keep improving. The great thing about the All Blacks is that you go out to win every Test and every series and that's the first goal.
"You do that right and what happens next week or next year is going to take care of itself."