I HIGHLY suggest the Pirelli PZero Nero M+S for your 3-series if it is available in your size.
I had just put mine on this past Saturday, and I am AMAZED.
From the Tire Rack with warranty, they cost me a hefty $650USD, but in my opinion it is well worth it with comparison to the POS OEM Dunlop 8080E Sport or whatever those things were.
For the $650, I got a more comfortable ride, a quieter ride, and at the same time a very confident, stable and above all an all-season ride.
I've already put a few hundred miles on these tires, they are wearing very well, there were some bits where I thought "the tread will not last the day" - and it seems like this tire will last much longer than those 5000 mile OEM wonders.
Note: I drive hard and fast; in the dry (I haven't had a chance to drive through the current rainstorms for some twist of fate) they grip better than the OEMs. They offer more feedback and yet aren't as harsh, are incredibly responsive, corner on the side of a dime, and it feels like you're on rails when on the straight.
I had my reservations about Pirelli from previous friend's experiences, but this is well worth the money!
The first thing you'll notice is that your car (if an m3 like mine) will enjoy the tires as much as you will; I've not even touched understeer yet, and I have noticed it's still easy to make a little corrective and predictable oversteer when necessary; although I don't think that's the fault of the tire so much as the fault of my torque.
Seriously, the best tires I've ever ridden on (granted, I'm only 24 and this is my first replacement for my current m3).
1998 BMW e36 M3 Sedan
Crap, I think I may be a yuppie...
2003 MINI Cooper