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Give us a brief write-up with your thoughts when you get it. I've driven the old M3, but not the new one yet, though I have a an extremely favorable impression of he new 335i.
As to the lease/buy question, if you don't drive a lot of miles, take care of your car, don't have kids messing it up, and drive with common sense, consider a lease. BMW has good lease rates due to the low depreciation of their cars, you can deduct the lease payments on your taxes if you use the car for buisness, and it makes the whole process of reselling or trading it MUCH easier....just take it back at the end of the lease, hand the keys over, and pick out another one.