Great to hear about your new addition and sorry to hear about your loss. The 240SX is an easy car to miss, cheap, affordable, nimble rwd that runs on regular gas. Personally I've always thought that S13s are easier to miss than S14s though, more character.
Seriously though, if you're looking to modify your Z now is a good time to do it. Plenty of time has passed since it's release that there are plenty of aftermarket options and plenty of examples of what to do (and not to do).
I've not done much to my Z, but what I have done doesn't show: driveline & braking. With the exception of tint it looks stock, unless you've got a good enough eye to notice track version wheels on a car sporting 35th Anniversary emblems & floormats. If I had to pick one example of what you can do to a Z I'm going to have to go with Kuhan's red zed...
...looks great without looking over the top, everything is well thought out and it's well put together. He might not see this though, it's getting cold up in Chi-town and he's probably putting his baby to bed for the winter. Last I heard he was thinking about a forced induction (a supercharger I think), so he could be busy in the lab too.
My S13 is pretty much stock outside of some suspension, driveline and brake upgrades (I'm sensing a theme here), and even though the performance of my Z is superior in every way there are still times I miss my S13 (it's been on extended loan for a while). Don't think you're an idiot for missing your S14, you're not first one to miss an old car and I'm betting you won't be the last.