I just bought one a month ago. . .words cannot express the feelings I have for this car. If I had a girlfriend who wanted me to choose between her or the 330-- I'd pick the car. (With a convertible that beautiful, you can always find another significant other.)
As for options- I'm in Chicago, so I got one with the removable hardtop for winter driving. Not absolutely necessary, but I think it gives you the best of both worlds- a convertible in the summer and a coupe in the winter.
White330ci is absolutely right, the sport package is the way to go
The stock tires are a bit small (205/50/17), mine were pretty worn so I upgraded to 225/45/17s.
If you're looking at a specific 330, see if you can get the VIN from the seller. With that, stop into any BMW dealer and they'll be able to tell you the repair and maintenance history. . .which should be perfect given that scheduled maintenance was included.
One thing to watch for, BMW has a seat covering known as "leatherette" which is some type of vinyl. It's a pretty good reproduction of leather, and if you're unfamiliar with it and don't have 1 with leather and 1 with leatherette to compare against. . .it can be difficult to tell. I'm told the place to look is the headrests. . .the leatherette is a perfect fit, while the leather will have some wrinkles. Not that the leatherette is bad. . .but you shouldn't be paying for leather if the car isn't actually equiped with it.
If possible, I'd also check the wheel rims. If the previous owner hit a curb, they bend on the inside which is impossible to see unless you pull the tires off. Look especially at the rears-- that's where a shady seller would put a bent rim, the rears mask the vibration more.