I have the 370Z and obviously love it.
My dad is taking delivery on his TTS roadster at the end of this month. I'd be happy to post a review after I take it for a shakedown
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The Cayman is a great car but starts at $60k and easily hits $100k if you option it out with all the tidbits you can tweak.
My take is this:
1) If you're on a budget and still want a great car, get the 370Z.
2) If you have more to spend and want a level of fit and finish above the Nissan, get the TTS. You can put max performance tires on it...not sure why Egotrip said otherwise. Any of these cars should get snow tires if you drive them in the winter.
3) If money is no object, get the Cayman. In the S form, it outperforms the other two in their stock forms and is a sexy beast. I'd love a Cayman if money was abundant right now.