The only negatives I have experienced is that the turbo has a tendency to give up as Craig said.
Also, if you are in a very warm climate, I would suggest getting a radiator made up. 16mm core is waaaaayyyyy undersized for what we have.
I actually think that heat is the biggest issue with the M35.
Tight low mount turbo fit and an undersized radiator (for Australia) help to add lots of heat in the engine bay.
Check out the majority of Japanese tuned M35's (Yes, there are quite a few now. There are also a few used for racing in Japan.), they all have upgraded their colling systems (radiator, coolant breather tanks etc).
Selling? 2+years of owning it and I would not consider selling now (not with my S-tune on the way and the eManage waiting)
More and more tuning parts are becoming available and there are already quite a few options for the usual bolt on mods
Caldina's are nice (I like both models available over here), but are not up to par with the M35.
No where near the space and M35 interior is much nicer than a Caldina's.
Caldina = weapon? Nah, my uncle-in-law has a Caldina, which always sits distantly in my rear view mirror.
Definitely.