There is a great 135/335/M3/BMW community in Dallas. I would not be worried about that at all. I can't comment directly on price. I was somewhat in the market for a 135 before I found the 1M and I would say start at invoice and work your way up. Don't pay over 1000 over invoice, you can do better in the US. I don't think the 135 is anything close to BMWs best seller so they will deal.
Are you military (I ask as you are in Germany)? If so I would think you could get a pretty darn good deal.