Not that I have driven or been in loads but all of the soft top saloon cars I have been in have been compromised, the 3 Series, A4 and CLK are great examples as is as is the 911. They are more noisy (well of course) and do suffer from a loss of rigidity that shows itself on bumpy and uneven roads. They also become rattly with age much quicker than a saloon version and personally I don't like them.
However cars that are designed as soft tops tend to be better and suffer less from these things but they will always suffer some of the same characteristics, just nowhere near as much. The Boxster is a cracking thing as is the Z4, S2000 and other such 'designed to be' soft tops. But I would still take a Cayman over a Boxster in this country as the fact is the time you put the top down would be limited and as most of my journeys are long (and I am 42!) the appeal of travelling with the roof down is not that compelling.