I sometimes used to feel some notchy shifting when driving my son's 2011 M3, but now I do what I used to do with my '09 Corvette ZO6 before starting out on my drive, and it works for the M3 as well. While waiting for the engine to warm up a bit from a cold start, I push the clutch pedal in and row through the gears a couple of times. You will feel it loosen up as you go through the gears. The notchiness will be eliminated or nearly so when you start driving.

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Current Stablemates:
'12 Porsche 911 GTS Cabriolet; '11 BMW 335is Convertible; '08 BMW 535xi
Favorite Cars Gone But Not Forgotten:
'09 Corvette ZO6; '01 BMW 740iL; '90 Nissan 300ZX 2+2; '89 Jeep Grand Wagoneer; '79 BMW 320i; '79 MB 300D; '67 MG Midget