If you check the dealer's website in your area and check their inventory, you can usually contact their Internet Sales dept and work a better deal than MSRP. At least in So. Californian, where I bought my ride.
I test drove a 2004 330i before purchasing my 530i and would have bought the 330 if I didn't need the larger cabin. As a previous 320is owner, imo, the 330 is the way to go if it fits your needs. It's quicker than the 325i and, if you get the sports package, it will stick like crazy glue to the road.
2004 E60 530is, Delivered 12/12/03, TiSilver/LGrey, PP, SP,PS, PDC, ACC, FRS, Step, Xenons, clear bra, body colored rear inserts. (Retired, 1983 henna red 320is)
2004 Corvette Z06 Commemorative Edition