I recently purchased an '01 330ci (titanium silver coupe w/ tinted windows) too. Congrats on a great choice! I replaced the amber corners just yesterday with clears, and I love 'em. I was debating between clears and smoked too, and I'm definitely happy with my choice. Also replacing the side markers with clears and swapping the amber/red tails for white/red (just as soon as those packages arrive). Updating the lights is the biggest "bang for your buck" as far as cosmetic improvements go.
I don't think you can go wrong with the smoked lights, either...the clears were just my personal preference, but both will be a big upgrade over the amber.