I think all makes have their problems and the higher end are no different. BMW is no different, and I have been reading horror stories recently about Porsches. It is well known that some Porsches develop premature cylinder scoring of the cylinders (first gen Caymans 2006-2008) and other 911s. This is more significant in terms of problems than the annoying ghoulies of the M3s CEL. Anyway, I am no longer sure I'll get a used Cayman after all.
As for VWs, many folks have had bad experiences. I for one have a different experience from what others report. I have driven over 500,000 kms on 4 VWs and I can tell you I am quite impressed with the low number of problems I have experienced, and in particular engine related. Yes, some parts need changing due to wear/tear (alternator, water pump etc.), but these were on cars that I drove over 250,000 kms. The engines are quite bulletproof. My 2002 GLI (VR6) has now over 230,000kms and I have changed brakes just once at 120,000 kms. The rear rotors are now a little rusty now, so I will be changing all of them soon, 230$ for parts all 4 corners (pads and rotors).