I would skip the 06 325 unless you can get it for a song- no offence, they are great cars, but it seems that they sell for nearly what the 330 does. The 330 can be hard to find these days though.
The 330 with sport is a nice car for the money, and as above the ones with MT have a great tranny.
Def look at the oil filter housing for a leak (pretty easy to repair however) leaks around the engine in general (usually valvecover) and look at the thermostat and see if its silver (original) or black (been serviced=good) and I wouldn't be above test driving it to an auto parts store and having them check for fault codes.
06 330i 6mt Spt- Eibach Springs, BMW Perf Susp, Supersprint Exhaust, BSW Audio
94 325i 5mt 4d- M3 springs/susp, Z3 wheels, Chipped, Intake, Exhaust= FUN!