I had H&R coilovers on my Evo X. They started clunking because the shock shaft had play in it. I warrantied it, the new one was fine for a while and then started clunking too. Then the other front shock started clunking too... it was like stereo clunking and it drove me nuts. I warrantied that and just sold them. I have no idea why the shocks go bad so fast even though they were Bilstein manufactured.
I hope the M3 shocks are different.
Here were the H&R I had:
