One point maybe worth mentioning is that on the M-SPORT you get the m sport steering wheel which is a fair bit thicker than the optional sport wheel on SE models.
I for one hated the M SPORT wheel as it was far too thick (IMHO)
Just make sure you try both models before you buy!
BTW. This is my first BMW since owning 3 Honda's (2 prelude vti and 1 Accord Type R) and I have to say that sure the Type R was a great car, handling performance, you felt like you really had to drive the car to get any thing out of it (due to not much torque) but the 335i is in a completely different league. You can drive it like you stole it and have amazing performance or drive it like your Gran and still have performance to put a smile on your face!
Good luck with the choice.
BTW. You could always but a 335i/d and then get a cheap Accord / Integra Type R for around £2500 ish for the weekends