Two words: Product Placement.

With the Z8, I imagine for the sawing-in-half bit they built a complete replica out of fibreglass or something that would split down the middle. In real life I don't think any kind of saw would slice through a car that easily.

Maybe BMW just didn't like the fact that their car (even if it wasn't a real one that was destroyed) was disposed of so quickly and randomly.

So why did BMW give the car to them in the first place?

From what I remember:
There were no real Z8 at that time. The car was not ready yet.
So BMW provided a preproduction model for the movie. This probably explains why the car is really not much used, especially not in a chase.
BMW was not very happy about what happened to the car

Goldeneye (1995)

Also I'm trying to remember, did a real Z8 actually get split by a helicopter in The World Is Not Enough?

I doubt that it was a fake one. Maybe not a completely finished one, but it was at least working as a car since they broke a record for that stunt if I remember well.
Also note that even for non-crash scenes they damage cars: I have read that one (or some?) db5 were damaged in the chase scene between the db5 and a Ferrari in one of the JB movies of the 90s, I do not remember which one.

Apart from the legendary DB5, other Bond cars I liked were the Esprit, the Vanquish and the Aston Martin V8 Vantage that Timothy Dalton drove in The Living Daylights, I'm suprised that hasn't been mentioned here. The Toyota 2000 GT in You Only Live Twice wasn't really James Bond's car, it was driven by Aki (the main Bond girl in that film), unlike the rest of these cars which were given to Bond by Q Branch. I also liked the BMW 750iL used in Tomorrow Never Dies, even it isn't as much of a classic as the Astons and the Esprits, it's still a nice car (I'd rather have one of them than the ugly 7-Series that is made today) and it featured in a great car chase. The BMW Z3 was the lamest Bond car (unless you want to include stuff like the Citroen 2CV in For Your Eyes Only and the Renault 11 Taxi in A View to a Kill), not only did it have a puny 4-cylinder 1.8 litre engine but the car saw no real action in the film, it was only driven in one scene, down a dirt track in the Caribbean then Bond gives it away to CIA agent Jack Wade in exchange for a small plane.

The DBS got Totalled too! but I suppose it must have been a mock-up for the film, not the real thing. You Can't throw cars away like that!

Well, I just felt that I had to vote for the Casino Royale DBS. I actually have the 1:18 scale model from Joy Ride. I also have the Vanquish, Zao's Jaguar XKR, The DB5, and the Autoart BMW Z8. Also have a small 750il because I can't find a 1:18 of it. Anyone know of one?

Sorry. Like I said, the ones that I can remember.