If ?30k is your budget why not just browse the autotrader for ideas?
There's an RS6 in Fontain for ?35k, an S4 V8 avant for ?26k, a new shape 530d for ?31k, a supercharged C32 AMG for ?27k and loads of good performance cars.
Yes BMWs do have a poor image but the driving experience is second to none but the most advanced performance cars, they're not just boggo main stream cars with a few goodies on, they're designed from the ground up to have good weight distribution, handling and ride that doesn't need a ?500 suspension kit to make 'right'....
The problem is that so many people have bought them they have become main stream yet still remain aspirational for many. I've been fortunate enough to own and experience many different cars and brands, BMW, Audi, VW, Porsche remain my favourites whilst there are some excellent jewels in other manufacturers ranges - Honda, Alfa, Skoda, Volvo to name a few.
What do you want from the car? Just performance? or do you need a practical side too? is economy a factor? size? etc etc
IMHO whatever you buy that's comparable to an M3s performance will have some issues, cost, image, depreciation etc. What are you prepared to put up with for that fun factor?
Personally when you put an R32 next to an M3 I just wouldn't even consider the Golf.
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