I would never take the Z4 through any automatic car wash, but that's just me. Too many things to go wrong in addition to just generally not doing a good job. I agree that folks that have to drive in winter climates have it tough in that regard, but I would think/hope there would be a reputable enclosed hand-wash place that would wash it for you for a reasonable price.
I live about 1,000 feet from a Laser Wash, and I've been tempted.
But to me spending 60-90 minutes gently washing it myself is time well spent.