It all depends on what you want the car to do. If you have family and are constantly hauling around people, then you might want a sedan with the extra doors to let people in and out more easily. if you plan on driving mostly alone or with just one other person, then the coupe is a lot of fun. If you have lots of stuff to haul and just want a BMW instead of a caravan or something - go with a wagon. There are advantages and disadvantages to all of the 3-series models. You'll just have to decide what you're going to use the car for most and then go from there.
Of course convertibles are fun too - and have unlimited head room. And if you're driving in lots of snow and are afraid you'll get stuck, you can always go with an xi model. From what I've felt (as I have a 325 and my dad has a 330), the 325 is fine for most driving and accelerations in the world. The 330 is faster, and actually seems to get better gas mileage. One way or another though - I'd suggest getting a standard transmission b/c it's more fun to drive than an automatic.
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