I went through this very decision when I was 25. I decided on the z4 over the other options as quite simply it looked the best, and i still think that now!
A couple of negative pointers i will give you before you decide...
1) Its a very hard drive due to the run flat tires, and thus very expensive to replace, try before you buy.
2) Same as any BMW its a nightmare to drive in the snow, in fact you cant, unless you like bushes or walls.
However overall its a fantastic car, definitely a good choice!