I do miss a few of the luxury items (auto tilt mirrors, heated mirrors, heated seats, heated windshield nozzles, rain sensing wipers, etc) but I don't miss the weight penalty all that luxury brings. The M3 needs to weigh the same as the WRX. It's a sports car, for crying out loud.
I do catch some flack from fellow BMW owners, though. I just laugh it off. I really don't pay much attention to the stereotypes applied to me because of the car I drive. Whether it is because I drove a red convertible BMW or a "rice rocket" WRX. I buy what I want, because I want it.