The only weakpoint of my Z4 Coupé in my opinion is the steering - it lacks realistic weighting and feel (feels like a computer game at times actually) and doesn't give me the confidence to push the car, at least not yet (I've raced for ten years, so can normally jump into any car and get comfortable pushing it straight away; the Z4 feels strange and I'll need more time to adjust than with most cars). The Sport button improves the steering a bit, so I like it for that. I do mainly rely on chassis feel though, and thankfully that's good on the car.
As for the throttle, I can drive in either mode without any problems, except that I find heel and toe quite tricky without Sport mode on, because I can't get the throttle to blip enough (this may be just my feet though). It's really easy to H&T with sport on, and given that I rev match every downchange I therefore drive with Sport switched on all the time to make my life easier.
I don't want to criticise the car though, I've been wanting a car like this for years; in concept it's like a modern day 944 - light, small, RWD, and with a good sized boot

I absolutely love it!!
I should add that I've only just bought the Z4C and have done just 200 miles so far (I walk to work, so that won't increase drastically anytime soon!). Once I settle into the car I may have no problems with the steering at all.