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If you end up getting the M3, you won't regret it. Although I really miss my S2000 (especially during this great weather), the M3 is the perfect combination of practicality and serious performance. If you are serious about buying one, I don't think you will have a problem in getting one without paying a premium. If you get a hassle down at BMW of Murray, try going out of state where there are more dealerships.
I went to BMWUSA.com and printed out what I am looking for. Then I went to MSN Carpoint and printed out the invoice pricing and option codes. I'm gonna fax down what I want and what I'm willing to pay to a few local (ID, UT, NV, NM) dealers and see if we can work something out.