Lots of good advise... only thing I'd add on wheels and tires is the stock setup is really good, just heavy. However, the car's stability control systems and PTM modes were developed around the stock wheels and tires, so I'd assume they're going to work best with the stock setup. Also, the tires are not too expensive, and downright cheap if you catch a tire rack sale or can get a USAA discount. They are really good when hot, they just take longer than you may like to warm up in some circumstances...
So, if you're going to do autox or time attack the SC3s don't heat up fast enough, and you don't need any nannies (arguably...) so for that application a square setup with 18" Apex SM-10s and 315/30s would be great. I ordered mine on the group buy that ended 4/20, but I have to wait til mid June. :( You can also get a GMPP autox tune for the rear diff, which is helpful in low speed corners. I run a square winter setup and the nannies work fine in that application, fwiw.
Those M3s are awesome cars too, I'd love to have an E92! Good luck with your SLE.
