Hi mate, welcome aboard. Nice Evo
I've not long bought an E46 330d, mines the 204bhp manual model and I'm still well chuffed with it. The manual seems to be the way to go, and if you are looking at a saloon then try to find one with folding rear seats, it makes them much more practical.
I've just got 530 miles from £60 of fuel with a mix of driving reasonably sensibly and the occasional blast. The dash read an average of 45mpg to that tank, I've been driving the car a bit harder on this tank and the average mpg is down to 41mpg (still half a tank left). Its doing 2500rpm in 6th at 95mph! which makes motorway work is an absolute doddle. The car is an absolute blast on b roads too, very sure footed with great brakes and plenty of grunt to power out of corners. As the lads on TopGear demonstrated the 330 with some suspension and brake mods will also hold its own on the track too.
Hope this helps, good luck with your search you won't be dissapointed.