Well, I have the 1st Gen E46. I must say that being 1st Gen, my car is full of bugs, though luckly I haven't yet had a problem with the tranny. Like celsdogg said, the window thing is a definite warranty issue that they should fix. I have a similar A/C thing, but I've always had a low flowing velocity. I never thought anything about it. But the car still does get cold.
The ABS locking up... hmm. In my previous car, the brakes always locked up because the ABS wasn't working, but that was known because of the light in the dash. So, according to your OBC, the ABS is working, which is kinda odd... perhaps a broken fuse? I'm not sure, I haven't heard of that happening. Have you run a code check just to be sure?
Tranny clunking eh? Does it actually make a clunk sound or is it just the downshifting that's worrying you. My car does downshift as I come to a stop... but I don't have the slap stick tranny. Are you in "manual" mode? I recall that on a loaner once, when I had it in "manual" mode, the tranny would downshift for me if I didn't do it in time... making an abrupt shift.
I'm curious to know what the dealer is willing to do... are there any other dealers in the area? Don't forget that every dealer is different including thier pricing.