The only US M3 that I know of that held it's value well is the E36 M3 LTW. (Yes the one with the aluminum doors)
I know a guy who purchased a brand new for $45k and sold it for $43k about 2 years ago.
And a pristine one ...
http://enthusiastauto.com/qsearch/?i...1#.UhOHOYNOkuo