I've owned 11 BMWs so far and the last two were '01 330i Sport and '05 330i ZHP, both were sedans with manuals. My current car is an '06 X3 Sport also with manual 6 speed.
I can't believe what a nice combination of an all-weather 'sports car' and 'sports ute' this vehicle is.
The sport suspension is tight (in SUV terms), but not too tight to make the ride uncomfortable and the car corners amazingly flat for its size and weight. The steering feels much better than the one in the first 330i I had (even after the retro kit). The brakes are great, sport seats hold you nicely and the throaty exhaust makes you think it really is a sports car. I love it. Go test drive one.