I have done one autocross, but speeds got pretty high at the event (90+ mph). Great fun, but I did not realize it until afterwards that insurance would not cover ony damage done to the car during an event. I also have concerns on wear on the car, tires are not a small expense in our household, and my Boxster seems to eat the rears.
I think one of the other posters on this thread had good advice, if you cannot afford to fix or replace a car damaged during an autocross or DE event, you probably should not be doing it. In my case, I cannot afford to replace my boxster if damaged without insurance, so I think I am going to cool my jets with autocrossing.....
Ed