If you can afford the 330D I would go for that without question. 335i or 330D would be a tougher proposition.
I had the previous generation E91 330D M Sport touring and it was excellent, this latest engine gets TwinPower turbo and looks to be a cracker.
Looking at the configurator it appears M Sport spec gets you leather by default and perhaps we can't get the alcantara here in UK? Someone else may be able to confirm.
And yes I think Seat Heating is a must!