Welcome to the Forum!!
I'm from Ferndown so not far from you.
My last car was a BMW aswell, 330ci M sport. I loved the car but it didn't put a smile on my face like the zed does, didn't sound as good either
I think the Bose sounds good enough for a car stereo especially as the Sub is right behind the drivers seat. The only thing its lacking is an IPOD connection, although you could always replace the head-unit like others have said.
The SAT-NAV is ok, better than the BMW one i had but not as good as a TOMTOM especially as you can't enter postcodes.
In comparing the other cars, i'd say the 350z or TT. My mum has an Audi TT 3.2 Quattro which is a nice car but isn't as quick or fun to drive as the 350z. The new model TT might be better though.
If you want to have a look at my mine let me know, its a Black 06 with Sat Nav, bluetooth etc