Welcome to the board, and congrats on your first BMW.
Some of the OEM wheels for E36's are weird, and are tough to clean when they get dirty, and seem to collect dirt and grease. You can get OEM E46 wheels that would be 16 or 17 inch in a 5 spoke or something like that and they are not hard to clean when they need it.
I have a '94 318is, and find that winter tires make a good difference compared to all seasons. Remember there is no weight in the rear of these cars, so the more traction you can get in less than ideal conditions will help you out overall. I also think most members here will say that winter tires are a good idea.
Use what ever octane you car calls for. Which I believe is premium.