I've been searching for four months trying to find the right E36 M3 with a full history and must agree with you Zeb0r, they're really hard to find ... at least in the condition I expect. I drove a supercharged E36 in Lutz that's for sale on eBay currently, but the poor thing really needs some TLC. I'll never realize why people feel the need to bastardize an enthusiast car with a sticker price of over $40,000... Poor kid who's trying to sell it now is just trying to get himself out of the money pit he's got. One thing you really have to be sure to avoid is impulse buying (which should go without saying) because there are so many crooked assholes out there trying to get your money. I know I sound cynical but from what I've see over the past four months, it's proven itself true.

Anyway, check Edge Motorworks "75k mile list" for common issues seen in E36s. Also check this thread on Bimmerforums, AND check the E36 M3 FAQ

Hope this helps you in your quest! (Because that's what it will be, a f**king QUEST)