good points from bcworkz, I can try and add to this as Ive a 3.0si Auto coupe myself.. I have an M steering wheel already though, so bit confused about what you're trying to do or go for. my wheel has the paddle shifters as well and other M-controls.
re fun/excitement: the auto is still fun. I haven't tried the manual (although my other car - a Polo - is manual), and I much prefer the auto. It's fast and responsive when I want it to be, and if I just want to go slow and chillout I can do so without being overly concerned about how I'm driving as the car takes care of the rest. I do find my Z a reasonably tricky car to drive in the rain and on slightly imperfect roads (requires 2 hands on the wheel at all times), so the auto is a godsend in this case.
For going fast theres a 'kickdown' that you'll see in most modern day auto that max's out the revs and changes gear at the optimum point, as well as a nice little sports button that makes the gas pedal a little more sharp by revving 1k above the usual rpms. Kicking down as high speed (say 70mph), will drop the gears and up the revs quicker than I'd be able to in a manual so no issues there. I havent driven it in snow though (this is where a manual could be better) - the auto doesn't change into a high gear if it think the revs will be too low, i'e' impossible to be in 5 of 6th gear at 30mph, or 2nd gear at 75mph (although I wouldn't want to do that anyway). If you try to select the gear it'll show the gear on the dash, then switch back to D or the current gear.
There's 2 settings for traction control, off, and OFF. off is still on, but just limited, and OFF is properly off, (need to hold the traction control button for 5 sec i think to properly turn it off, or 1 sec to just reduce its effectiveness).