Strangely I did exactly the same thing and bought a Z4M Roadster 2 months ago. The worst thing you'll find about it is the fuel consumption but the mad noise and speed soon make you forget it. I still lurk on here a bit as my GTI was a great car, and I kind of hope its new owner would turn up on here so I could be happy it went to a good home. Go and introduce yourself on www.z4-forum.com 
Hi mate,
I've been over that way already to say hello, looks a friendly place!

Have to laugh at the mixed opinions of the Z4

I kind of agree that the Roadster is a bit too feminine for me (sorry Incitatus

), which is why I went for the Coupe. I also agree that day-in-day-out the Golf is hard to beat, but the M Coupe is the most manly car I've ever driven, 340bhp, rear-wheel drive, it's not as relaxing as the Golf, but then the trade off is that every drive as an event. It also looks a proper car!