Do all the maintenance first. Then drive it stock for at least 6 months before you do anything/modifications. Honestly, these cars are really really great stock from the factory. You should really learn to drive this car well and see all it's nuances before modifying it immediately. Honestly, the more and more I have my M3, the less and less I want to modify it; I just want to enjoy it as much as possible as it is because the BMW engineers did a great job with it.
2006 M3 ZCP. Interlagos Blue on Dove Grey. 6 speed manual.
Eibach Pro-Kit / DDM Aluminum Pedals / BMW Performance Short Shift Kit / Clutch Delay Valve (CDV) removed / Painted reflectors / Stealth bulbs / Turner 15mm/10mm front/rear spacers.