Don't get me wrong, the E46 M3 did handle quite well, it just was boring "IMHO" (YMMV). Most people consider that type of handling steady & would call the M35 "darty". I just happen to prefer darty

Call me weird...
One thing that irritated me about doing the maintenance myself was the cost of oil. The M3 used six quarts of Castrol TWS 10-60 at $20 a bottle from the dealer (unless I wanted to go online & pay $15 per, wait a week & lose money on shipping). That was almost $140 each oil change just for materials, whereas on the M35 you can do it for $20 minimum.
Then there was the dreaded SMG pump failure, which was always in the back of my mind. $$$
And when you go to resell, the buyers are insane. I had people I didn't know getting the service history from the dealership near them, then asking me why the so-and-so service wasn't done. When I told them I did it myself, all hell would break loose
I realize this can be seen as splitting hairs...