CoverKing is known for making some of the best covers in the business. I was actually just about to buy one for my G:
Amazon.com: Coverking Custom Car Cover for Infiniti G37 Coupe - Stormproof, 2-Tone Black-Red: Automotive
Thats the cheapest I have found it for so far. I'm sure you can find it around that price for a Z as well. They are considered Premium Car Covers so they will cost a bit more than your run of the mill car cover.
check out their website to find out which material suits your needs:
http://www.coverking.com/c-1-custom-car-covers.aspx