There has been a ton of great information already posted. I'll try to help on the intangibles. I bought new from a Canadian dealer and haven't regretted it one bit.
The extended wear maintenance package is important IF you like to drive hard, jack rabbit start, brake hard and are selecting the 6M (clutch). Brakes and Clutch are the meat of the business case for it ... the wiper blades are a rounding error.
If the dealer guarantees a free loaner when you need service - that might be important to you. They tend to like their M series owners, especially when you bought from them (at least that has been my experience).
Options are expensive so make sure you compare apples to apples. Extended Leather alone is 3-4k (worth it IMHO).
Finally ... Ah, the mental aspect of a big purchase. Don't want to be second guessing it afterward, make sure that every aspect of "the purchase" feels good and you don't have doubts in your mind.
I double checked auto trader (trader.ca) and couldn't find much and what I did find was as you said - a bit steep in price.
Whatever you decide, you'll quickly find that you've purchased one of the best cars on the planet.
BTW: You may just forget where you bought, how much you saved and what color the car is ... once you shift from 2nd to 3rd at redline.