I went from M3 to the E60 M5...Once you put it in sport mode the thing was so awesome. However, unless you hit the ol M button on the wheel, the transmission sucked at all times! I hated driving this thing around town. Plus it was to big for me. I wasn't to concerned with the 10 MPG i was getting until I had to stop at the station to fill up every other day. I also had to buy a new clutch not to long after purchasing it from the previous owner screwing me. That cost me $5k, extended warranty didn't cover any of the clutch. Did i mention i hated the transmission!
Im back into an M3 after taking a $10k loss in less then 6 months! I would have been willing to take a 20k loss to get that shit out of my driveway. Stick with your gut like i should have...E39 M5!