For our shiny new car, I bought a device that allows you to read data from the car's internal data bus over Bluetooth to my phone. $21 from Hong Kong. You plug the thing in and pair it with your phone, then find an app to read and display the data. I chose Torque for my Android phone.
Right away, you've got an amazing set of data about what's going on inside your car. Incredible how much data they generate, really. While I'm not a car nerd, I do appreciate an interesting data set.