I second Eibach Pro kit. Do not put king springs in it.
Some people on here and M3F swear by Vogtland springs. I've used Eibachs across three different E46s and loved the height and ride. Either of those brands or H&R will be fine
2006 CS M3 | ESS Tune : CSL SMG tune : Eisenmann Race : Eibach : Tekarbon