if you plan to drive hard (i.e. driving schools) I recommend against the Z4. Cooling is insufficient. Even with 52F ambient air temps, 280F indicated oil temps were very easy to achieve. For a hotter climate I think the Z would go into limp mode too easily. It is a lot of fun but it isn't a track star by any means.
I tracked a C63 sedan with AMG development package at Autobahn Country Club in a lead-follow situation and thought it was very entertaining. Totally apples and orangles compared to a Z4. I thought the exhaust noise was great and the car was fun. It seemed too easy to provoke oversteer, which was fun but a bit stressful.
I'm most interested in switching to a Z06 or a Cayman S after the Z4. I haven't had a chance to track a Z06 but I really really enjoyed Cayman S PDK. Rotates super fast, PDK is much more aggressive than BMW DCT and it seems like the brakes and other systems are robust enough to handle prolonged track usage from the factory with no issues (unlike BMW)