I'm surprised at all the comments about the M3 interior, imo it's leagues ahead of the GTI!
I'm the opposite, in that i've gone from an E46 M3 to a GTI. I owned the M3 for 4 years, and tbh spent a fortune on it. Maintenace wise it was ok, not much went wrong with it apart from general wear and tear items such as bushings and the clutch. The only issue i had was the alternator going. Everything is expensive for it though, from tyres to brakes and general servicing. I tracked mine quite a bit and ended up carrying out alot of upgrades such as Stoptech BBK, Eibach springs, Eisenmann exhaust, OEM CSL parts... the list goes on! By far the best car i've ever owned. Only sold it cause it wasn't being used and seeing as i'm in Ireland it cost a small fortune to tax for a year (€1,560!)