I've had both the cars your looking at, the 335d with a re-map for nearly 3 years and the M3 (standard) since Feb.
The 335d was new at the time and a great car. Modern, good looking coupe. Fast in a straight line and handles very well. It did suffer from the lack of an LSD, so sideways action is very possible but you need to be ready for when it bites..
The M3 is now in an iconic status.. It's older but still commands so much respect, it's a "Benchmark" car to what all others are measured.
The power delivery of the both are poles apart.
The Denzil is effortlessly fast, half throttle and you have literally fuxked off down the road...
Just press the loud pedal and it's massive reserves of torque just act like a tsunami shoving you along down the road!
The M3 is gutless in comparison, (by no means slower) but the lack of torque is very evident when driving sedately. But it feels so much more connected to the road. The steering is so direct and responsive to any input you give it. The ride firm but fair. It feels like a sports car even at low speed.
It really only comes alive when you start to really explore its limits. No point dropping to 5th or even 4th for instant acceleration at 60mph. You want 3rd or even 2nd for ballistic surge of acceleration.
From 2k -8k it's one long linear build up. Like a crescendo.. Forever pulling and getting stronger the higher she pulls.
But you will get caught out by 335d's if you want to lean on that long rev- range. You want to be in the 5-8k power band for the car to be quick. But with its sublime handling it's a joy to drive hard, is what it's bout for.
The convertible I feel would not be as much fun.. Due to the extra weight it's actually 1.5 seconds slower to 100mph and not much quicker than a standard 335d. I think the lack of torque would be irritating on the convertible.
Consider a M3 coupe vs 335d coupe.
With regards to fuel economy, I averaged 18mpg in the 335d for over a year. Hardly saw any motorways and drove pretty hard.
On a long run it can achieve 30-40mpg but only with MAJOR restraint.
The M3 I'm averaging 20mpg so far. When trying hard it's 15-18mpg and on and on a long run 35+mpg. I find it easier cruising in the M3 only because the massive effort required to get going quickly. The 335d (for me) was hard to restrain myself because just quarter an inch of throttle is needed to be the other side of the horizon!!
That's not to say the M3 is hard work. It's a pleasure to drive, it just requires more effort to go quickly.
On reflection, both are fantastic cars. I love them both but they are very different beasts.
.... But I now have a M3 CS