I love the look of a big wing on the back of a coupe, and you won't catch me scoffing. Aero also means that the car gets classed differently and may be detrimental in PAX modifier.
That said, there are much more valuable items to purchase for Autocross (Most of my racing experience). I think that wheels, tires and allowable brake modifications should take precedence. Reducing the unsprung weight and allowing really grippy tires to stay on the pavement are a big bang for the buck.
In most Autocross events, braking will be the biggest reduction in time. Usually elements are close enough that it almost limits the effect power has, but being able to brake harder and set up for the corners allow you to carry that speed deeper into the element.
Getting a good alignment will also likely give more benefit to the handling of the car than aero.
Of course in higher speed courses and on the full track, aero will play a bigger part.
Here's a discussion going about BSP classing of the Z4 coupe and I'll be adding to it as I experiment this season.
http://www.zpost.com/forums/showthread.php?t=1367315