If you are looking for an E36 / E46 M3 and opt to go for the SMG box make sure you get it checked over very carefully. The early SMG boxes were rubbish and aren't cheap to replace at all.
The flip side is you can have the SMG converted to manual as it's essentially an automated manual anyway. The advantage of this is it will have sustained less shock / user abuse than a normal manual if you so choose.
Something a bit left field but have you considered an S2000? RWD, 190+kw, aussie delivered, low weight, handle quite well?