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Added on February 20, 2012, 5:57 pm
Try Watchshoppe Midvalley. Look for the old uncle, he can if he wants to give u good price on Tag Heuer. A few friends got it from them, happy with them.

quartz watches lack of the soul and attention of the watchmaker.
quartz movement is many times cheaper to manufacture than mechanical, servicing of mechanical cost more and takes longer time.
for a water resistance watch, if a quartz get wet, you need to replace movement.
mechanical, just a regular service will do.

with RM$3k, I would go for a Epos or RGM.
RGM equation of time is a special complication not easily found in watches (chronometer) limited edition of 50.
soprod mod - non hacking
http://www.soprod.ch/clock-movement/7-191.html
http://www.watchseller.com/wa5to1.html

more pics
http://forums.watchnet.com/index.php?t=tre...to=204389&rid=0
http://www.justmywatches.com/private/watches/22/22review.htm

read about RGM here
http://www.watchtime.at/archive/wt_2011_02...2011_02_114.pdf

Try Stowa, very good history if U like IWC pilot watches. Stowa is 1 of the orginal 5 world war II pilot watches, timeless classic.
http://www.stowa.de/
http://www.calibremagazine.com/node/305
PVD chrono - ETA 7750. This is in your budget if you wanted a complication. not famous.
http://www.ocean7watchco.com/cs2/index.php...&product_id=132

maybe you should tell us what it is in the TH F-1 that attracts you? the brand Tag? or the design of the F1? or the fact that your maximum budget is around 3-4k and you want to wear a well known/familar watch brand?
choice of timepiece is very personal.  Its easier if you can tell us why you like this model and maybe we can think of something similar.

I am not sure what does this has to do with me having the money to buy a more expensive watch than you 

You asked for opinion several times and some of us here are trying to help. Its difficult to narrow down the answers to general questions like `what do you think'.  In fact its about what do YOU think as a buyer. Looks like your heart is set on the TH-F1. 
The only Swiss brand  that offers a driving/racing line up if you still wanna compare is Oris.

Let's not forget Chopard Mille Miglia, Casio Edifice Sebastian Vettel, Seiko Honda F1 Racing collaboration and Frederique Constant Racing collection.
Those are those that I can come up with atm.

As to the resell value of Tags, they are on the weaker side.
For mechanicals, the older models carry generic eta movements except for the caliber 36 which is a variant of the zenith el primero carry their value well, but don't take it as a yardstick.
Newer models that uses the infamous caliber 1887 is a reworked version of the seiko 6s37 should still hold their value.
As for quartz, lets not even go there.

But let's be real here... most casual watch buyers are not going to delve deep into the history or movements of the watches.
As long as they like the design, then it's good enough a reason to buy.

Bottom line is, buy whatever that you like.
No use buying a piece with good resale value but with a design that you despise.
Zenith watches does not hold value well, yet I am a big fan of their watches... more so the new collection... feel like pokemon... "gotta catch them all!!" 

Guys,

How do you keep your expensive watch? I am scare if the theif break in my house and take my watches. Though that is not so expensive as yours, but I believe thiefs are so desperate. They would grab anything that give money return to them even for RM10.

I am thinking of a safe box but wonder if it really safe. RM700-RM1500 safe box is just about 10-15kg where thief can bring them out of the house and break it at their place. Unless we are talking about 100KG safe box - this would definitely helps.