I've only got one cone mark on my '90 Miata that doesn't want to come off. I think it happened when one of the instructors at a SCCA school drove the car, cause I never hit cones. Ever.

I like my cars to be fairly clean and shiny but not to the point where I'll put preventative masking tape on the body before autocross. Yeah it might save ya from a scuff or two but it's not a good look.