A friend of mine, a BMW driving instructor and M3 owner, went to the M3 launch event in Nuremberg and drove the e92 on the ring. He said all the BMW engineers and factory drivers claimed the 18" is the best choice for performance.
I purchased a set of 19's from a member here on the forum because my car missed them due to the back order. Now that it's here, I am leaving the 18's on because they look so damn good on Sparkling Grey. The 19's will give the car a more business like appearance whereas the 18's look downright sinister.