6MT here. Anywhere between 2nd and 4th depending on the track and the turn... If I wanted I could do pretty much every track here in CO in 3rd though (shifting to 4th on the longer straights).
FWIW, I have a friend who just sold his E92 M3 DCT and he said it just made him look good on the track because it did the hard part for him. paradocs98 has a good point about the transmission durability though. It's a relative unknown... although it's been a few years now and I've yet to see any real trands showing it's a less reliable option.