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I would say the best track car is the one you have, and that could be applied to pretty much anyone. I've seen people go out to the track in their stock MK5 Golf and have a blast. As for spending $20+k on an E46 to develop your driving skills, it just doesn't seem practical.
It's perhaps worth considering keeping your E92 fairly stock, do a track day, see what needs improvement, and modify accordingly—instead of going balls out with mods right off the bat. This way your car becomes more competent alongside your driving skills.
As others have said, having owned an E36, E46, and now an E90 M3, thus far the E90 has been the most predictable to drive, most comfortable, and my all around favorite.
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