You might wanna wait for a bit more :

http://www.e90post.com/forums/showthread.php?t=57267

it might require registeration:

Summary:

Some came with oil cooler.. some didnt. and u will have to fight with BMW to get 1
installed if u dont have one.

Many ppl experience over heating problem and turbo shutting off and some other issues...


It is still a very nice car.. but if u wanna buy one.. you might wanna wait a bit till they fix the problem.

Here is one of the examples:
http://www.m3forum.net/m3forum/showthread.php?t=160586

 

FYI -- The oil cooler was lacking on automatcis made before January of this year. It's been fixed since so any new build is solid just as any age 6mt is good.

As far as overheating from what I've seen it's been only a few reported instances on cars without the oil cooler. I am not 100% sure on that though.

Also FYI, i'm picking mine up in Munich in September

 

seems like an easy fix even if BMW won't do it for you