My dad has an '06 520D SE, same engine as in the 3 series. It really pulls exceptionally well considering its size and it has enough grunt to push you into your seat if you floor it. However if you're trying to pull by having blacked out windows, 18 subwoofers and no perceptible penis cruising at less than 8 mph then i'm afraid a diesel isn't for you.
We have an auto and obviously it's heavier than the 3 but it still seems pretty rapid - faster than VAG's 2.0TDI, and we get around 44mpg from it doing 35k miles a year. As much as I still hate BMW for effectively ruining Rover and splitting Land Rover and Mini from it, they have produced a very good car with the 5 series, and assuming the 3 is as good you wouldn't be disappointed.
Just go to a showroom and ask for a test drive of a 3 with a 2.0D, if they haven't got one chances are there'll be a 5 or 1 with it. The 3 coupe sucks ass, it seemed much choppier ride than the (what I think is) sporty and firmish ride of the 5. Plus it looks butt-ugly too, of course my subjective viewpoint.
I wouldn't chip a car to get you more performance, because your insurance will go up and it will be harder to sell the car on, especially something as plentiful as a 3 series.