I was trying to decide between the two as well...and I decided on the M3 Sedan.
BMW warrantee can't be beat...and compared to MB...there is no question.
C63 has the HP and torque....but the MPG on the car is totally horrible...couldn't get it good conscience. Plus the interior is much worse in the C63 compared to the M3. C63 also lacks many of the nice options that the regular C and E have...not worth it.
If you are leasing, MB rates are much worse as well.