If you run front spacers, you will feel the front of the car doesnt feel as responsive to steering input as without spacers. Turn in feels a little slower and not as responsive. In my previous car it was pretty pronounced. On the M3 it is not as much but definitely still there. You get used to it but it does feel a bit weird at first.
Obviously the larger the spacer, the more you will feel this. I wouldn't go any larger than 15mm on any setup. I am running 10mm myself.