It's rear wheel drive, that's number one.(more fun per mile if you know how to do it) Otherwise I 'd buy a 350Z.
EDIT: Bella, the E46 M3(in Euro spec which I owned a year ago) is MUCH and MUCH and MUCH faster than you think. It eats the 330i for breakfast anytime, it eats a average 996 for lunch and guys in (cheaper) Ferraris ought to watch out, also on tricky B roads.
If you get the chance, try a E46 M3. It's one of the best performance cars ever build.
E46 M3 was my only love I ever had (for a car that is)