It's interesting because until a few months ago, the E9x M3 was never really on my radar. But then I started reading more about the car, delving into reviews, and then finally drove one. My opinion changed entirely. I narrowed my choices down to a 987 Cayman or an M3, but as my only car and one I plan on keeping for at least four years, the M3 won me over.
I've also always really, really liked the B7 RS4. I had the chance to drive one on an autocross course way back in 2009 and fell in love with the engine. The steering feel is lacking and the physics of its very unideal weight balance is certainly noticeable, but I still enjoyed it immensely. I still think the car is aesthetically gorgeous and that the engine sounds better than most any other 8 cylinder out there.
I've also always liked the C63. It sounds and looks fantastic, but the pre-refresh interior is lacking and the drive just a bit unrefined compared to the M3. But, really, the only reason why I would never buy one is the lack of a manual. If I were interested in an automatic, I may have a C63 now.
The CTS-V is a brutally fast and capable car, but it's very heavy and feels it. The M3 is not what I would consider light and the CTS-V is several hundred pounds heavier. I also don't much care for the interior, but the M3/M4 might have its hands full with the eventual ATS-V.