You seem to know what you are getting into, I would look for a 986 with a documented service history which should help with any immediate maintenance, and get a detailed PPI from a knowledgeable Porsche mechanic. Obviously, you can never be 100% sure, but I would pay up for a non-S with a good service history, preferably one that has not been sitting around too much. These cars like to be driven, sitting can do more harm than good, unless the car was properly prepped to sit around, for example being stored for the winter. Regular maintenance is not that much more than other European cars if you DIY, but some parts need to be OEM because the third party options fail too quickly (ie - coolant tanks).
Compared to the other cars, drive them and decide for yourself, but the 986 will handle better than all three of those cars in my opinion (It has near perfect 50/50 weight distribution). I personally prefer a car that handles well over pure horsepower, because it makes around town/weekend driving more fun. I always found the Z3 was too small if you are taller. If you prefer going fast in a straight line I would look more closely at the Z4 or Corvette. There are no cheap ways to get extra HP out a 986.
Best of luck with the decision!
Also, the online 986 community is one of the best, if that makes any difference. Tons of knowledgeable owners and online resources/guides.