Here's what the car needs at various intervals. Anything you don't have proof of having been done, you should do.
http://www.m3forum.net/m3forum/showthread.php?t=190111
The key to happy e46 M3 ownership is locking down the subframe and vanos before they have an issue (super cheap if you do it preventatively, super expensive if they fail) and staying on top of maintenance, to keep the car driving like new and as reliable as new.