Conforti and Dinan both good choices
I have had a Conforti chip and at that time I had only a scorpion cat. Back on the car. Now I have a Dinan chip in this car. Both chips work without any problems. The first thing you need is to think about how you will use the car the most and work from there. I drive my M3 primarily at high performance driver schools with about 200 miles a year being driven on public streets. The Dinan setup I have works well for both applications. But since I drive the car more on the track the suspension and brakes setup I decided on does not work very good on the street. As others have said here you need to do more than just replace or flash the chip to get any real gains so you need to decide what you want from the car and work from there.
I bought the following Dinan items together eight years ago and installed them at the same time
and this setup has worked very well for how I use my 95 M3:
Stage II chip
Big bore throttle body
High pressure fuel regulator
Good luck and I hope you enjoy your M3