Courtesy Nissan posts this little helper on their web-site. I would add - look soooooo closely at the body work, wheels and interior. Don't leave the dealership until your happy.

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1) PREMIUM FUEL: The 350Z requires premium fuel. Please ask to make sure that your Z has a full tank of premium fuel.
2) TIRE AIR PRESSURE: During shipping, tire pressures may be higher than required for normal driving. Please check the air pressure in all tires and adjust, as needed. The proper tire pressure for both front and rear tires is 35 psi.
3) PASSENGER SEAT BELT: The passenger side seat belt is equipped with a clip on the passenger side B-pillar to secure the seat belt when not in use. Secure the passenger side seat belt to the clip to prevent unnecessary cabin rattle noise when the belt is not in use.
4) Z's EQUIPPED WITH ALUMINUM PEDALS: The aluminum pedals are protected during shipping with a clear plastic film. Make sure the film is removed from the pedals.
5) ANTENNA ROD: Make sure the antenna rod is firmly attached to the antenna base.
6) FRONT TOW HOOK COVER: Make sure the black plastic "L" shape cover is installed in the center of the lower front grill (directly below the license plate frame, if a front license plate frame is installed).
7) OPTIONAL AUTO DIMMING REARVIEW MIRROR: If your 350Z is equipped with the optional auto dimming mirror, the compass may require calibration. Refer to the instructions included with the mirror on how to calibrate the mirror for the zone where the Z will be operated.
8) STORAGE BOX / OPTIONAL NISSAN NAVIGATION SYSTEM LID: A black colored label provides instruction for closing the lid when the storage box or optional navigation system is not in use. Do not remove the label from the lid.
9) TRACK MODEL FRONT AERO DEFLECTOR: The track model front aero deflector is stored in the trunk area during shipping. The dealer will have removed and reused the bolts securing the front engine splash shield to mount the front aero deflector.
10) BATTERY DISCONNECTION / DOOR WINDOW CONSIDERATIONS: The 350Z has a feature that lowers the window about 10mm when the door is opened. This feature also raises the window about 10mm to a "fully raised" position when the door is shut. This is to reduce wind noise and reduce door-closing effort
If the battery of a 350Z is disconnected while the doors are closed and the windows are in the fully raised position, the top edge of the windows may hang up on the edge of the roof, when the doors are opened or closed. This could damage the window, roof, or door glass run rubbers.
11) OPTIONAL TIRE PRESSURE SENSORS (350Zs with 18" wheels): 350Zs equipped with this system can be easily identified by the silver-colored valve stem installed in each wheel. Also the valve stems look slightly larger around (in diameter) than regular rubber valve stems.
Make sure the tire pressures are displaying properly.
12) RECORDS AND PAPERWORK: Be sure to keep the factory window sticker. It will have your 350Z's color and trim code, VIN and list of all equipment and options. And remember to get any and all agreements in writing from your dealer.
For more information on all these features, see the 350Z Owner's Manual.