These are the parts I know you need off the top of my head:
Tranny
driveshaft
pedal box
clutch
interior underdash trim
gearshift mechanics
manual differential (only if you want to change your differential, this does not have to be done)
I know there is more but I can't remember. I know that you don't have to do any software upgrades or anything like that. For me I will have a weird feeling when driving, cuz I have a 328 motor, and I am temp. putting in a 325 manual tranny,. I will have good acceleration, but due to the gear ratios I will lose my top end speed. So I am ganna sell my 328 auto setup, and put either a 328 or M3 manual tranny in the 325's place. I am sure you could sell your automatic setup, your only problem is do you have another car to drive while the conversion is going on?? Def. plan on spending some cash on this changeover. Don't do anything half-a$$ either, cuz then you might not have a car at all for a while if that $hit breaks. I am not sure how long it will take. The guy who is doing it for me said prob. I would prob. need to give about 1 week, just to be safe. Everything bolts right up, no problems at all. It's just the droping of the tranny and everything, and then replacing it. Where do you live?? I can ask this guy if he was interested in doing any other e36 swaps. He works for BMW racing team, and he specializes in e36 M3's. I def. trust him. Non of the work has started yet though cuz he is busy with a few cars right now. Plus i have to wait for my car to come back from the body shop. Well good luck, and feel free to ask me anymore questions you have, and I will see what I can do.
Patrick