Sounds like you want the following:

• European
• Nimble
• Not so thirsty
• Broad aftermarket

Have you considered the newer VW R32? If you elect to jump to the VW/Audi side of things, you have APR at your disposal... some SERIOUSLY quick stuff.

APR - High Performance Development for Audi, VW and Porsche Vehicles.

And you won't be a Bimmer guy... which is a good thing