First: clear bra, tint and hardwire a radar detector.
Later: Sunglass holder to replace ashtray is fairly easy to do yourself. I haven't seen any reflector replacements that look good to me yet. Angel eyes and grill if you really want to.
As far as performance mods, I don't think the M3 will need any. If anything replace brake pads and fluid. But you'll eventually get to that anyway. A rear diffuser might hide that ugly rear hanging low muffler or you could get an after market exhaust but they're expensive.
o First aid kit and fire extinguisher.
o The euro light switch that gives you rear fog lights.
o I'm not sure if the rear center console has lighter sockets. But if not you can add these.
o Tray for the rear fold down armrest. You might already have this. Some do, some don't. Maybe only CWP doesn't come with it. IDK.
o Replace shift knob, shift boot, park brake handle and park brake boot. Ancantara would be nice for the boots.
o Alcantara steering wheel.
o Rubber floor mats (for winter)
o Net for trunk. Also ///M trunk mat.
o BMW plastic tray for holding small things at the top of trunk.
I've been assimilated. 6MT/ZPP/18"/PS extended.