1. I have seen this complaint before, but I cant remember at the moment what the fix is.
2. You mean while slowing down as it down shifts through gears the gears and clunking together? Or when you come to a complete stop it clunks there?
3. Your ABS moduel is possibly faulty, Ive replaced many of these. If you get your faults read out at a dealer it should come up and they will bring it to your attention.
4. Dealer will more then likely tell you its operating normaly. Find someone at work that also has a 3 series and ask them if you can compair the blower speed to yours.
5. If its clicking and grinding while the window is in motion your window regulator is faulty and will soon fail on you completly and your window will be stuck where it is. If it rattles just while driving on a road then the 10mm nuts that hold the window regulator in could possibly be loose. There is a fix for the E46 coupes. When the door is closed there is a rattle. The 10mm nuts on the regulator back themselves off and the regulator falls out.