Welcome!
Been looking myself for a while and I've worked out a few pointers. Worthwhile mods include a manual gearbox, sat nav, cruise control, heated seats, the 10 speaker system and 18-inch alloys. There's a nice silver/grey 06 plate Z4R on on here that's within your budget - looks immaculate. Failing that, for 10k you could probably get the newer shape Z4 or an older one with pretty low mileage.
If you find a car, it's worth making sure the roof motor is working properly (seems to be a fairly common fault) and the springs are good, as that seems to be another thing to go wrong. Apart from that, happy hunting!