Bot of a toughie that one,
The 335i and 135i are the Q car's in that selection, More than quick enough for everyday without shouting about it.
Always loved the B7 RS4 and would love to own one if I had the funds, Ofcourse not a cheap car to run!
I cant really comment on the E90 M3 V8 as I dont have any experience of them, I am sure others will be able to comment who have experience.
E46 M3, Getting a bit old now and long in the tooth. Most are hammered and neglected and E46's do suffer from cosmetic rot, Seeing quite a few nowadays with wheel arch rot etc I think it would have to be a CSL to be special. Would prob rather have a 335I or 135I nowadays over a Stock E46 M3 personally.
Z4M coupe is again a car I have little knowledge about, Dont see many of them.
Golf R would be the sensible choice, In the real world it will do what all of the above will do especially with a remap. Also get the economy too.
Tough decision, They are all very different cars with the exception of the BMW's. I guess you would have to drive them all and see which one will tick all the right boxes.
Regards Simon