There is a great mythology around what grade of gas to run. It is more important that it be unleaded, clean and have some decent additives such as Chevron gas has. I've read a fair bit about gas grade and the bottom line is that certain vehicles will only attain their maximum HP with the recommended grade of gas, in the 330i's case - 91 is recommended. However many people I have talked to at the pumps driving BMW's are running on as low as 89. The manager of the parts department at one of the BMW dealerships will only run low test "around town" to quote him.
I retired executive from a large gas company wrote a good article that floated around here and on other forums. Basically he said you can run what you want and no damage will be done to your motor. In fact, he said that if you filled a car up with 87 gas and gave it to some one to drive chance are they would not notice a thing unless you told them.
The "3"s have an immobilizer system so that is about top of the line for security according to our local car insurance company, and you should get an insurance discount because of it.
I have a 528i as well as a 330xi and I find the 528i quite peppy. In the 3 it should be peppier because the car is lighter.
If money isn't an issue, get the extended warranty. I love the 330xi but I will warn you that the "x" of the xi is hard on gas and you will notice it. However I like having all wheel drive even on sunny days as the tires still grab the road better in turns.
Quality - there is a reason why the "3" series has been in the top ten list of car and driver for 14 years running, you'll like it. The car isn't as simple as many of the Jap cars so there is more to go wrong with it. But unless you get a lemon, you'll love the car - lemons are rare.
Tan - I know there are tan cars but I don't recall what the mats are, but personally I would rather have darker mats to hide the dirt.
I can't speak about differences in years, mine is a 2002 and I love it.