I have a '02 E46 330, thogh not an M, it has some of the same suspension flaws. Not sure on the E36 but the E46 eats control arms and bushings for lunch. I havent had any window regulaor failures and the engine has been perfect (knock on wood) but I understand another issue for the M is the plastic radiators:
http://www.m3forum.net/m3forum/forumdisplay.php?f=9