I'm going from a 540ia to a 330cic. To be honest, I don't miss the lumbar supports although I've only put 500 miles on it so far. I do miss the dimming mirror, though. With manual mirror and the top down in the evening there isn't a good mirror setting. One way you get headlights, the other you get sky that washes out everything. There's an aftermarket autodimming mirror available and I may check into that.
I didn't know that there were option codes for items that weren't listed separately in the brochure. Since I ordered my car I could have chosen from other options as well... Oh well.
I did put in a Roady XM radio, that was fun. Pictures at
http://www.7volts.com/e46roady.htm
If I was doing it again, I'd probably look into the new Skylink-Delphi radio that'll be out shortly. It lets you use the radio display and steering wheel buttons to control the XM and there's no control unit necessary in the passenger compartment. There's also a dealer installed XM aftermarket system that'll be out shortly. It is supposed to be just available from dealers but I've seen it offered retail on at least one website.
I got the rain sensing wipers. I wouldn't have ordered them but they came with one of the packages, the sport package I think. Now that I have them I like them.
The other thing I was thinking about was the supercharger from AATuning. Now that I have the car, I'm pretty happy with the power so may hold off on that for a while.