Narrower is better for the snow but you end up with a lower profile and less rim protection from curbing. Both of which are bad. It's a balance and each approach has trade off's but I would go with 245/35 or 255/35 in the front and 255/35, 265/35, or 275/35 in the rear. My suggestion will happen to look better too. I don't like the site of narrower than stock tires on an M3. You live in NYC which sees snow but isn't it limited to only a few days out of the year? If that is the case, I would definitely go with the bigger tire sizes.
KW Clubsport 3-way, Akrapovic Evolution, ESS Tune, StopTech Trophy, IND Euro Bumper & Black Mirror Covers, Turner Motorsports Studs/Lugs & Delrin Diff Bushings, MRF Solid Sub-Frame Bushings, RD Sport Sways, Recaro Profi-XL & Planted Seat Brackets, BMW Performance Carbon Fiber Interior Trim, BMW Edition Grills/Gills, Mode Carbon GT4 Splitter & GTS Wing, Advan TC3 (18x9.5/10.5), BBS E05 (18x10/11), G-Force Rivals (275/295)