I live in the west village / west Chelsea area and park my E90 M3 in my building's attended parking garage. I've found over the years that a couple $20s to the parking attendants when the car is new, and $5 when I pick it up and bring it back goes a long way in keeping my car dent free. I also invested in a set of bumper guards which I put on when I pull into the garage. I have good guys who work in my garage though, and there are a bunch of high-end cars (mine is parked between a Lambo and a 997T).
I agree with you - my wife and I use the car on the weekends exclusively, but if you have the means, it makes it so much easier to escape the city (particularly with a dog or a kid).
2008 E90 M3 Jerez Black/ Silver, all options "iBeem"