[TSM330i]

What are you planning to do with the car? Track it? Street driven only?
Bilstein would be fine for street driving. KW series 1-3 would be good too.

If you're going to track your car, you may want to add AST to your list as well.

I've riden/driven in cars with both AST and JRZ (turugara and CJ421).
I know the JRZ setup works VERY well, but I prefer the AST feel vs. JRZ. JRZ allows more body roll (rolls, then takes a set and stays there), but the AST is setup very similar to my JIC-Cross where there is no real body roll. Just my preference. Both cars also have the M3 suspension bits.
I'm sure CJ421 will chime in. I think you also need to change to M3 rear control arms as well.

I'd definitely recommend my JIC-Cross coil-overs if they hadn't gone out of business!
I also have UUC adjustable swaybars. I figured if I'm going to get swaybars, why not get the ones that are adjustable.

Nitron is also a very good shock for a decent price. They may have to play with spring rates as I'm not sure anyone has a setup on a 335 yet. I only know of VAC having them on their e92 M3.