How much track experience do you have thus far? I suggest heading to a more laid-back, open track day with either of the Roadster's (some tracks are OK with convertibles not running an aftermarket roll bar). While there try to get some passenger or driver's seat time in other cars and make sure you A) still want to get into tracking and B) think a Z4 coupe is the correct car.
Plenty of fun, reliable track cars to be had in the sub $20K range. If you do decide to go with the Z4, brake rotors, pads and fluid is really all I would do initially.
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