Hello and welcome
I bought my 2007 Z a year ago so was in a similar boat; to state the obvious any car can go wrong at any time but as long as you take your time and follow the usual common sense precautions you'll be very unlucky to have any serious issues. Suspension components such as drop links/bushes etc are common albeit cheap to fix niggles but otherwise just check each car thoroughly and have a good listen; if in doubt there are plenty more out there that have been pampered by the likes of us!
I also test drove an Rx8; my friend and I were quite excited about it but without any disrespect to Rx8 owners it was a huge anticlimax. It was certainly nimble but lacked any excitement whatsoever, even right up the rev range, and the noise (IMO) was different but rather dull. The Z is a different animal, still poised and with good feedback, but altogether a far more exciting and visceral experience with a soundtrack to match. I also think it looks more stylish and purposeful and draws very positive attention.
Fuel is comparable if not better, servicing is reasonable, and this forum is a superb support network. BUY ONE, YOU WON'T REGRET IT