Regarding Lemans Blue, I suggest asking around on the other E46 M3 forums, like
www.bimmer.org.
The most frequent response is that Lemans Blue is an M5-only color, and therefore not available for M3, even if Individual is an option.
Nobody knows yet if Individual is an option or not either. Guys in the USA have a notoriously bad time trying to get any Individual options. Apparently there has been some luck in Canada however.
There is one guy who claims to have gotten Lemans Blue for his E46 M3 in USA, says he has close connections with his dealer. But he's never posted photos of it so we have no proof.
With the current color choices, I'll be going with Alpine White. It stands out, but doesn't hold your eye like Lemans. However it's a lot lower maintenance as it hides dust, scratches, chips, dings, touch ups much better. I intend to keep the car 10 years minimum. But if I had to choose based on looks alone, it would be Chrome Shadow followed by Lemans Blue.
Best of luck and keep us posted.