What research have you done on the current amp? Do you have any specs for it? And do you feel like dealing with ground loop problems when they occur because something isn't grounded properly? I just spent 5 hours today eliminating my grounding issues.

And what is your final goal for your project? Do you feel that the current speakers are good (they should be in an M3), or do you really feel like tearing your (very nice) car apart to route new speaker wires. I just ran 16 gauge wire to my speakers and 12 gauge to the subs, and it takes a long time. Your speaker wire should be ok if there is already an amp, I would think.

The other thing is if you plan on keeping the current system that is in the car in addition to the empeg. I keep mine because it looks better, and I can use the radio. You can do pretty much whatever you feel like, and it is amazing once you get it working the right way. You will have to read a lot about how to install it right.