I can say that my wife's E46 325i has electrical (power windows and doors) problems, the suspension wears out early, and the car seems to always be leaking some kind of fluid. As Core said, there are problems with every make.
A quick scan of a few BMW forums for M3 problems yields concerns about window sealing, idle control valve, leaking struts, and the DCT transmission. And a few engine failures. Of course, the difficult part is to know if any of these issues are common or relatively unique.
Seems that BMW forums are no different from Porsche forums.