The zed was my first BMW, and have to say I'm thoroughly enjoying the ownership experience

(with the exception of a particular dealer who damaged the car). From the experience I'd happily buy another BMW.
That said.... I once had a 1.4l Pug 306 which was good fun, and I expected to buy another Pug after that (specifically a 306 GTi or XSi). The daily 'will it/won't it' routine of driving it and expecting it to cut out soon put pay to that idea though. Had worked fine for months, then for the next 6-9 months I spent half my evenings out under that bonnet and never did find the source of the problem. Some dodgy electrics somewhere. Fingers crossed the Z4 will never leave me waiting for a flat-bed to take me home.
Since there's lists going...
1985 Mini 1000 City (strictly off road, as I wasn't 17)
1989 Volvo 340 1.7 GL (yaay, RWD and crap handling as a learner)
1994 Pug as despised/described above.
1994 Mondeo Si 2.0 (had RS bodykit, generally 'boy-racered')
2000 Mondeo ST200 2.5 V6 (sounded beautiful when floored)
and at the same time...
1998 Ford Puma 1.7 (most fun car per pound spent I've ever owned - including the Z4)
Both replaced by...
2006 Focus 1.6 Ghia (shopping trolley) and...
2007 Z4C (saves the best till last).