I too went for winter wheels/tyres on the new 330d. Struggled without them on my previous 130, compared to my wife's car (which had winter tyres fitted).
Didn't like the standard BMW winter wheel/tyre combo offerings so pick and mixed my own. Went for Pirelli Sottozeros all round (225/45) on these 18s. Had them fitted this weekend so I could get a few hundred miles on the new tyres. Added bonus that they show off the brake upgrade a little better than the 19s!
You can get them as a BMW winter wheel/tyre package - though they're not advertised on the website and in short supply as BMW spec them with Contis, which were out of stock.
Now just looking for some tyre storage bags that'll fit the 19" wheels that I've taken off!