I'm not aware of any "cold air intakes" for the M3. Those are made for cars with restrictive air boxes that draw air from the hot engine bay. The intake on the M3 is about as open as it gets with all of the air coming from outside so really all you need is a drop in filter.
Take a look at the image in this post and you'll see what I mean:
Note that there is very little power to gain from a filter but it will make it sound a little throatier.