I actually work for Castrol and got an M3 via the company car scheme. I asked our technical people (who work with BMW on development) about the running in period and the oil used. They suggested nursing the car during the running in period and following the manual for lubricants.
Then they got mad and went on to "..do you think we do this stuff for the good of our health..."
So, I'm no salesman and I'm not doubting there are other quality oils out there but I doubt you will get a better lubricant than the one its been designed with.