I'll throw in a little bit here:
I DON'T have one. I seriously considered it, but decided against it. I had a reasonable amount of money to spend, but couldn't decide between the 9mm Colt and the HK.
What I finally decided:
Colt $2000, 10 mags at $100 each (or more)= $3000.
HK $3000, 10 mags (Stick mags) $40 = $3400.
I decided for the $400 difference, the HK was a better deal--Mags are easier to find, and it is a damn cool gun. OK, I admit it--I am eventually going to get a sear for it and convert it to an MP 5. But the basic arguement is the same--the mags are very expensive for the Colt, and can be hard to find. Modified mags may not be reliable (UZI mags), so that doesn't save any money.
One other gun to consider--the UZI. For $1000 you can get a pre-ban folder. Mags are still in the $35 range, and it is utterly reliable. OR, if you really want to spend $3000, and you live in a yes-MG state, you can buy a brand new Vector UZI (or a used IMI registered receiver gun for $2500), and then you have a real machine gun.
The only reason I would get a Colt 9mm is as an upper for a registered receiver, then it would be lots of fun to play with!!!