OK, a 6 CD-in dash player, but I wouldn't have gotten it anyway (1 mP3 CD is better than 6 regular CDs)
I know you said options unavailable but the fold down rear seat should be standard.
DSG-like automatic with paddle shifters (I hear they're developing something called SSG for the M3) I wouldn't get that either because I love my manual.
Correct me if I am wrong but I thought I read that the side bolsters on the sport seats aren't connected to the seat memory? If not, then that should be changed.