Well, I've installed my stereo and found the wire using a volt meter. My 2012 M3 uses two wires for illumination - one for the the illumination itself and the other serves as the dimmer function. The wire you want to tap into is the illumination wire, which basically provides 12V when the headlights are turned on. This enables the dimming feature in your aftermarket stereo so its not so bright at night.
I used the Scosche wire harness, which has fewer wires than the Metra. However, I took the blue power antenna wire from the Scosche harness and inserted it into a blank spot which corresponded with the illumination wire on the vehicle side harness. The wire if I remember correctly was light/pale green with grey dots. I'm not sure if this is the same for previous model years, but its correct for 2012.
On an unrelated note, I used the Scosche dash kit. Its very good quality and it looks far cleaner than the Metra dash kit, especially if you're using a single DIN radio. I ended up getting the dash kit, wire harness and antenna adapter on eBay for $30.00 shipped.
My car audio setup is nothing special, but consists of the following:
-Pioneer DEH-P9400BH
-Sony XM1S mono amp (300wX1 RMS @ 4ohm, 500wX1 RMS @ 2ohm)
-Alpine Type-S SWS-12D4 12" sub (current running at 500W RMS)
-Atrend BBox hatchback sealed enclosure (.90 cubic ft)
-4 gauge wiring kit
I got everything off of Amazon for around $450.00. I just ordered the PAC USB port, which I can mount inside the center console beside the AUX and 12V power plug, so it should look factory (Pioneer headunit has 2 USB ports on the back).
I was originally going to use the PAC AOEM-MAZ2 so I could retain my factory radio, but in my case (non-Bose) the factory headunit attenuates the bass, so once the volume went above 40, I lost a ton of bass and it sounded like garbage.