Hi and welcome,
I initially read your name as SydneyM3Porn and thought .. "there's a poster who REALLY LIKES teir cars"
Unfortunately I can't answer all your questions but I'll have a stab:
1. Chains ... sorry, don't know. It's been ages since I went skiing in Australia, but last time I went, it was compulsory to carry chains but not necessarily to put them on. I think you are pretty game taking tour new M3 to Thredbo in the ski season.
2. Brake pads ... no idea
3. iPod. You need to insist that since you are paying for iPod integration, that you are provided with the equipment needed to access DRM protected music on your iPod. Maybe you should e-mail your dealer this picture of the BMW iPod Y-connector (courtesy of OzStriker):
4. I recieved a Nokia 6233 (think that was the number) and a cradle for the phone with my car. Others in Australia have also recived the same phone.