I currently own a Z4M coupe, is there any specific you want to know? I've had it for coming up to 3 years now. I would suggest reading booner's posts and also checking out the Z4 forums.
Highlights; mechanically they tend to be bulletproof, benefiting from borrowing most of its tin from the e46 M3 at the end of its development curve.
Tyres, insurance and fuel are reasonable, it's a special place to be when you want to play, when you're less interested it can be a little tiring. I'm currently eyeing up a move to either an e92 M3 coupe or a C63 AMG coupe.