I'd never recommend Bilsteins Sports for the E36 M3. WAY too much high speed compression damping. HARSH...
Anyway, you need to determine what you are going to use the car for.
If it's just for the street, you don't need or necessarily want coilovers. TC Kline sells a really great package, so does Dinan.
If you really really must have coilovers, get the Ground Control street/school kit, or AST 4100's. I've heard good things about the Bilstein PSS9's too.
Tien is junk. Really poor quality control where the anti roll bar mount fails and just falls off.
If you are going to start digging into the suspension, take a good hard close look at all the rubber bushings, ball joints, and tie rods. I really hate doing work twice.
No matter where you go, there you are.