Wow! I have a friend with an '02 M3 Vert and he has 160,000 km and nothing has ever broke. Seriously, just regular maintenance with belts and what not. Most owners forums will confirm this. My M3 has ~70,000 KM on it and nothing has ever gone wrong either, must be some spotty luck working for you.
The sad thing is my issues are ones that other E46 owners have experienced as well. For example, the bladder in the rear view mirror started leaking dripping onto my dash, console and seats. The dealership replaced the dash, center console, gearshift knob, front seat leather covers, mats and carpet. That was about $10k right there. The same thing happen to my friend's M3, but he wasn't under warranty. I've had my passenger side lamp housing replaced including the xenon due to the bulb burning the housing, which also has happen on other E46s. They only replaced the housing after they replaced the xenon bulb and it still wasn't very bright. I did my research and found the issue and showed the service advisor. BMW also just did a recall on the tail light wiring issue that I had the dealership fixed 3 years ago on my car.
You're only at 70k KM...you'll start seeing more issues between 80-160k KM. And everything on a M cost more.