NewBDR,
Here are the links to the posts JP stated above that Skip started.
I am not sure on the M3, Maybe someone who knows will chime in.
Most desirable upgrades
Most desirable upgrades
Sirreal,
If you are using the 12mm-1.50 long chrome acorn nut (1-3/8" length). It should fit with no problem. I just tried it in the garage tonight. I don't use the acorn nuts. I use the 12mm-1.5, 19mm lug nuts from BimmerWorld, because I am using the lug nut covers from Team III Wheels.
Just as a precaution to those doing any work on the rotors.
You might consider ordering extra rotor retaining screws for the brake rotors. I had a problem with some of them strippng the hex head in the screws, because of overtightening. One of them was so tight that I had to drill it out a bit and use a screw extractor from Snap-on. All of them looked like torx screws (overtightening), but were indeed hex. When installing them, they only need 12 ft-lbs of torque with no loctite.