James,
You cannot go too wrong with any of the 3-Series cars, Audi A4/S4 cars are very nice also but they have the front control arm issue (requiring full replacement every 30K miles as bushings are not servicable seperately). Since the Caterham satisfies your need for a proper performance car, have you considered something considerably less sporty, good on gas but still fun to drive? Saving the money for track days and new rubber. For instance, I drive a mid-80's 3-Series (the slow 325e) but knowing that I have a proper car in the garage makes it much more bearable.
Thanks for clueing me into this site, I did not know it was out there. We met you and your wife again at Mid-Ohio on Saturday (with the yellow/alloy Caterham).