I personally would rather have the thicker Msport wheel over the thinner heated one. Even when it is below freezing out the car doesn't take long to heat up. There was a good point about the side skirt protruding from the body of the car. I have noticed a "clean spot" when the car is dirty. It's from my pants rubbing the dirt off of it. If that is a deal breaker though then you should look at what about the Msport package you like. For me it was also a must.
I wanted to replace the 335i with the closest thing I could. Matching specs and looks.