Well there is one SLK55 AMG for sale privately on carzone! But I guess that's higher than what you want to spend at the €20k mark.
Besides that, what other options have you other than the ones you've mentioned already?

BMW's: A Z3 M Roadster, but that'll be the same route as the E36 you sold I assume?? Or a 645i or 650i? Non coupe? E39 M5?
Jaguar: an XK, XK8 or XKR??
Maserati: 3200GT, Spyder, Quatroporte??
Mercedes: SL320, SL500, CL500, CL600, CLK55 AMG.
Nissan: 350Z, 370Z, Skyline GT-R R32 or R33??
Porsche: 944 Turbo, 968, 996 911.

From the list above I guess it really leads you back to where you started. It's hard to look past the value of the 335i, the E46 M3 and the Z4 3.0.