Paul you do make a good point...
I have been wondering what the depreciation on a M3W in the US would be - I suspect it will be similar to the Caterham market as they are both niche vehicles. In the US a "new" Caterham will run you around $55-60k and a 3-4 year old car will sell for around $35k...not too bad for a few years of fun - I agree!
It's possible that taking a used M3W to auction in the U.S. could generate similar prices, though I doubt there is profit to be made...
As an aside - Brighton has a sweet Austin Healey 100-4 on their lot which is really tempting me at a similar price. Now there's a car that has some appreciation potential!
I am friends with a number of Caterham owners, and I've driven their cars, and they are great! These guys will take drives through the hill country in Texas a few times a year. When I told them I'm looking at a M3W and hoped to join them for a drive soon, they kindly suggested that there's no way I would be able to keep up!

And I have do doubt that they're right! I'll still take a Caterham at speed any day over a M3W.
I'm going to drive the demo car today - lets see how it goes!