To answer the OP's question, what to look out for? well you have to ditch the whippy (aerial), change to non run-flats and replace the side indicators with the facelift version to be accepted in this forum! (I've done all three due to peer pressure! )
Love the colour, and the alicantra leather interior, although a little too bright for me. When I was in New Zealand recently i hired a bright red SLK, and the rozzers loved that. every police car I drove past would follow. Unfortunately one got me too... c'est la vie!
the 19" wheels you have are at risk of cracking... - otherwise I don't think you have much to worry about...(in my experience)
Enjoy the Z!