The E46 M3 had bi-xenons from late 2001 onwards I think, along with a light sensor and a few other bits and bobs.
Iansym do you use the M3 as a daily driver? How is to live with? I managed to get an insurance quote for under a grand now I'm 22, so I'm seriously thinking of getting one in the new year as I just can't seem to get on with S3's, this being my second one.