I gave up with the alloy one I had too - as cj10jeeper says, the curve in the screen isn't ideal for it. I bought a cheap vinyl printed one on ebay for a few quid, Alpina logo (ssshhh!) but there's plenty of choice.
i have one.. which has stuck on with no problems... has fairly padded glue pads which i think have allowed for the curved screen.
Only problem i have had is mine has like a million allen key screws... which is fine when i have it on my table... but trying to undo them this week to change my disc and its a major pita.. ended up losing a few screws too!
Got mine from here http://laser-grave.co.uk. Has a BMW logo and my reg engraved on it. I think it looks great.
Had some problems with it falling off for a while but I bought a bunch of new sticky tabs off ebay (for 99p or something) and spent 20 minutes stacking them up where neccessary to get a good stand-off all round. Then held it in place for 5 minutes to make sure it stuck. Hasn't fallen off in 18 months now.
I was looking at these the other day and fancied getting one in blue so opinions please i like the metal tax disc holders and never had a problem with them besides losing the screws down the gap between the windscreen and the dash :thumbsdown:
http://cgi.ebay.co.uk/BMW-Z4-METAL-NO-SCREWS-TAX-DISC-HOLDER-T39-/220703322312?pt=UK_CarsParts_Vehicles_CarParts_SM&hash=item3362f170c8
Have one of these in Silver been on the car since i bought her 3 years ago no probs and it was on my last car for a good few years removed and refitted to the Z.
The only thing that happened was the clear plastic changed colour in the sun you could just buy a cheap tax disc holder and use the plastic from that but i just removed mine looks no different