Having owned my R33 for 2.5years, and having travelled about 60k in that time, the only "problems" I had were the coilpacks going. I've been very lucky in that respect, and if I had to do it again, I'd do the same.
Mind you, I take very good care of it in terms of regular servicing and the quality of fluids that go into it. The few mods I've done were carefuly chosen to maximise efficiency of the stock ECU without boosting the car.
touch wood