The 335d is all very well Luke and they are capable out the box, make some serious pace with a few performance mods. I've no experience with them directly but they're a rung up from the 330d in performance terms.
The 325d/330d (which both map to the same figures in the e9x) are more the direct alternatives for the A5 3.0tdi.
A 335d with mods is more S5 pace I suppose.
Jay has a point though, you may as well live with what you've got and put the capital towards what you really want? An e92 M3 can be had for £21k in good nick so you're be 66% ready for one, minus tax, petrol and some other wallet a$$ bleeders
Joking aside, the M3 will probably be roughly 2.5 times what a 330d would be to run when you equate everything.
I can safely say my MK5 GTI was nearly exactly twice what my 2.0 TDI A3 Black Edition is to run all things given, as an analogy for it to be understood