Sorry man, Here.... at tirerack.com, they have a 15.5lb wheel (14.5 w/o centercap) 17" called the SSR Competition. It was apart of the "Select Grear" for 2003 in European Car Magazine (Dec 2003). They also have it in 15", 16", and 18".
The site won't let me match a set to an E46, however, I'm sure if their 17" and 18" wheels could, I'm sure the stock size of 16" would also be available, maybe call them up?
EDIT: Btw, if you look at thier sample cars on the link below, several of them are E46's...among asian imports and a ford or two. SSR Competition Wheel
Now I'm not a pro or anything, please understand. All I did was see this info in a car magazine.