Funny that you ask...I have been asking myself the exact same question. I also have a Space Grey E92 M3 and can't decide which finish would look best (on any wheel, not just VS8.2. Although I do like this wheel!)
I have been leaning toward Signature Black, but that's just me. I think the gloss black with machined faces would really set the car off. However that is because I have the gloss black grills, gills, etc. on my car to set a "theme" I guess you could call it.
Looking forward to pictures from other members as well and Happy Thanksgiving to everyone!