$4000-5000
In this price range we have VF-Engineering's stage 1 supercharger kit for OBD1, which boasts 295whp at 6psi with the stock exhaust for $4500. It uses a polished Vortech V2 SQ blower, which comes with a three-year, unlimited mileage warranty and is tuned with GIAC software. VF states its kits will work on S50 manifold-equipped OBD2 cars and the systems are undergoing CARB certification for street-legal use in all 50 states.
$5000-6000
For $5700, AA sells its C30 supercharger kit, which includes an intercooler, oil cooler and two-year warranty. Power is expected to be 300whp at 8psi, but unlike the C38 kit, you can expect intake air temps to be consistently lower.
If you desire instant torque, a twin-screw supercharger is for you. Unlike the linear build of boost from a centrifugal 'charger, which peaks boost and power at redline, twin-screw blowers keep torque flat to redline; it's similar to the instant torque of a V8 and is the preferred method of Jaguar, Mercedes and Mini. AA's stage 1, non-intercooled, twin-screw system sells for $5900 and makes 300whp at 6.5psi.
$6000-7000
By the time you read this, VF should have its stage 2 supercharger available for about $6500. It includes everything in the stage 1 kit, adding a chargecooler built into the intake manifold. The kit uses factory mounting locations so no drilling is required. Boost is bumped to 9-10psi and they expect around 340whp.
If neck-snapping torque is what you desire, then Technique Tuning (TT) offers its stage 1 turbo system for $6800, including a front-mount intercooler (FMIC) and external wastegate. The turbo uses a 60:1 compressor, tuned for 330whp at 8psi with a stock exhaust, and similar peak torque numbers. At this torque level, the stock M3 clutch can be used but won't last long.
Squeezing into this category is the Dinan stage 1 supercharger kit.It boasts 300whp at 6psi with a Vortech supercharger, has a two-year warranty and is offered to M3 automatics as well.
$7000-8000
The Active stage 2 twin-screw supercharger is offered with 9psi boost and includes a front-mount chargecooler plus oil cooler. It's been tuned in-house to make 340whp for $7900.
$8000-9000
Technique offers a stage 2 turbo kit using the same 60-1 turbo as its stage 1 but running 13psi. For $7700 it delivers 400whp, but off-boost performance will suffer because it requires a compression-lowering head gasket, and its 400 lb/ft will definitely necessitate a sturdier clutch. With the head gasket and clutch replacement you're looking at an extra day's work. TT sells UUC's Ultra Cerametallic clutch for $688 that should take the power, bringing the total to $8388. If you have your own boost controller, the stage 1 kit is tuned for 6-8psi, and stage 2 is tuned for 8-13psi adjustments.
Eurosport originated the twin-screw for the M3 and offers its system for $8495. With a V8-like 300 lb/ft of torque that's almost flat to redline, the 1.7-liter Opcon Autorotor twin-screw sees about 350whp at 8psi. The kit also features a Laminova chargecooler integrated into a CAD manifold, 255 L/hr fuel pump with 36 lb/hr injectors, high capacity coolant reservoir and electric water pump, FMIC and Conforti-tuned software.
Active, the pioneer of successful M3 turbo kits, sells its stage 1 turbo for $8700. The intercooled system uses a Mitsubishi TD06H-20G turbo with an external wastegate making 300whp and 300 lb/ft. A good factory clutch should hold the power, but OBD1 cars will see it at 7psi, and OBD2 at 8.5psi - slightly higher because of the more restrictive S52 intake manifold. In addition, AA reports its customers see up to 330whp at 10psi on stock compression with its optional $470 GReddy boost controller.