I'm into autocross and have been track racing since before I had a driver's license. Huge car guy.
I own an S2000; it's IMHO one of the most fun cars ever made, way better than my old Boxster. The downside to the Boxster is the cost of maintenance - you can't actually get to the engine, you need to get it up on a lift and have it dropped out to get fixed which adds $$$ every time you need maintenance, which will be pretty often if you're getting into racing. Great handling and good acceleration, but not nearly as fun as the S2k and way costlier to run.
330ci has a great engine, but it's a seriously bloated, heavy car. Handles alright but suffers badly due to weight. Will get its butt handed to it by an S2000, Boxster, etc.
The E36 M3 is the most overrated fanboy POS on the market, I swear... my friend had a '98, and my 2000 Jetta VR6 would eat it in a straight line AND on a technical course with a few internal mods and coilovers. Pretty embarassing. Totally not worth the hype, there are way more capable cars out there.
Classic 911's are sick, really fun cars. They cost bank, but pretty much always have high resale value. Maintenance can be costly. But very, very rewarding cars that feel really confident on a track or at high speeds.
Otherwise, of these cars, the S2000 is the way to go. I'll never get rid of mine... drive one and wring the engine out to 9k, you'll understand :D And in regards to the above poster's statement about AWD: I raced two Evo X's on an 80-mile, twisty back road (Mines Road in Livermore, CA) in my S2000, and finished a good 5 minutes before them. Was waiting at the end having a smoke. I do track days at Laguna Seca and Buttonwillow and can easily hand basically any Evo or Sti its *** around the track with my S2000. I have cams, cam gears, valves, lifters, intake and exhaust, no internal mods, and stock struts on Tein springs and do just fine!
The other car I'd suggest you look at is a C5 Corvette. Great performance and handling, pretty cheap for what you get.