Did you know how well BMW E46's were corner balanced?
While lowering a vehicle creates better stability at high speed, care must be paid attention to how the vehicle is lowered, especially with adjustable heights. When a vehicle is balanced so that every corner has close to the same weight, your handling will stay balanced and predictable. Why do BMWs handle so well? See for yourself when I did a corner weighing of my vehicle a couple winters ago. This is OEM suspension without anyone or any cargo in the car:
http://img9.imageshack.us/img9/2343/zhpweights.jpg
Once lowered on adjustables, I recommend getting the vehicle corner balanced to take full advantage of your money and keeping the handling character of a BMW.