It depends on how you drive. Welded will definitely kill rears faster. my e46 is my first "nice" car lol so welded diff daily isn't really my plan. If I could afford LSD I totally would in a heartbeat.
If I didn't just put new Star Specs on my car maybe for welded but ya know.. could always get a spare welded and swap it for drift days? not sure how much of a pain a bmw rear diff install is