After returning both a Saeco Primea Touch Plus (it gave me an error message after less than 2 months, at which time I was told to return the machine to the manufacturer for repair), and the new DeLonghi Gran Dama, which has a serious problem with the milk carafe (it doesn't fit properly on the machine - I had this problem with not one, but two machines), I think I've finally found the answer. I was always dissatisfied with the milk temperature (I use a lot of milk in my lattes), but now with this machine - the milk is very hot, as is the espresso - no need to microwave, as with some of the other super-automatics.
Set up was fairly fast (I wasn't as fast as one of the reviewers at 10 minutes, but had it pretty well figured out in less than an hour), the first few test drinks are excellent. I read somewhere that you couldn't store the thermal carafe in the refrigerator, but I think this is a fallacy. The Capresso DVD, as well as the instructions, say that you can, and I can't think of any reason that you can't.
If you want to make the coffee directly in a large (16 oz.) paper cup, you can do so with the left spouts - another reviewer points out that the center spouts don't raise high enough to accomodate a very large cup, which is true, but with all of the customization features, you can program the machine to dispense the coffee from the left spout, which is tall enough.
After having terrible, rude, largely non-responsive customer service from Saeco, I asked was happy to hear from a number of sources that Jura Capresso has excellent customer service. I haven't had to test it yet, but from everything I heard, I'm hopeful that it'll be good.
Pros:
Great tasting espresso, cappucino and latte
Fairly easy to master
Great looking, titanium-faced, as opposed to the metal-clad plastic featured on many other expensive super automatics
Cons:
It's definitely expensive, but still seems in line with other similar machines, and it's better designed
Lastly, I would recommend the Z5 versus the Z6, unless you are totally sold on a chrome face - the machine does splash a bit, as one would expect, and the matte finish on the Z5 seems much more practical and forgiving of fingerprints, splashes, etc.
UPDATE AS OF SEPTEMBER 5, 2008
I've now had the machine for over a year and wanted to update the review with some customer service feedback. It still works flawlessly (knock wood), but after recently moving, realized I had lost the coffee scoop. I called Capresso customer service, and they immediately sent me a new one at no charge. A small thing, certainly, but a great indicator of the respect with which they treat their customers. If you're in the market for a machine like this, I give this one the highest marks.