Welcome to the forum, whereabouts in the UK are you, worth adding your location and model of your car in your signature or in your user details so they appear in the left hand side of your posts. Handy to know if your close to another member if you need a hand with anything.
As to sourcing parts its down to finding the best deals, personally I use Carparts4less for oil and air filters but choose a trusted brand, I like Mann oil filters as they are oem suppliers. Oils are usually well priced from Opie Oils again online. If you need replacement sensors which there are many on the Z's it is always best to use oem brands such as Bosch or Seimens do not buy cheap pattern parts they rarely work well if at all, buy cheap, buy twice. Also get yourself a code reader you will need one sooner or later, I use laptop based software BMW INPA and BMW Scanner 1.4, for portabilitry I also use a Creator 310+ which is around £50 ebay or Amazon.
Its also good practice to check prices for paqrts with BMW Dealers, they are sometimes cheaper than alternatives, if you use Sopers BMW at Lincoln the give a Forum discount if you ask for it on the phone and they post items out except body panels which are collect only.
ebay is a source for parts trim clips and the like but avoid any sensors on there unless they are oem brands.
We have sone Z Breakers on the forum and they are good for everything on the cars if you want to source used parts.