Sorry that happened to you.. Painful to watch them even getting in a car that isn't theirs.
Everyone that has an M3 should invest in installing an alarm system. I'm sure those guys would have ran if the alarm was going off the whole time.
You can get an alarm and coding which stops the alarm from being disarmed with anything but the key. In factory form if you are able to turn the lock cylinder in the door, it actually deactivates the alarm too. So by having it programmed to go off regardless, you add another level of potential protection.
And don't get a C63 - you'll regret it! Get another M3