DGM to be specific on the issues I had:
1. Tramlining, you can't ignore this is significantly increased especially on the motorway
2. Rattle factor, there's no doubt the lower profile gives you less flex, even on better rubber. Stick the stock wheels on newer rubber and this effect is even more noticeable. I think this is where CSL owners mistake the ride to be similar, when in fact they are benefiting from high end rubber but losing tyre profile. When you factor in a drop (as the stock suspension + CSLs looks fairly ridiculous) again the rattle factor is noticeably increased vs a stock size rim.
3. Grip - for me the biggest bug bear. The CSLs noticeably reduced the fun factor as the car took a lot more welly to unstick at the rear. I'm probably in the minority but I actually like the back being a little 'lively' in the standard set up. It keeps me focused and the slight unsettled nature keeps me honest as you have to respect what you've got, I found myself pushing the car harder and harder with the CSLs to get replicate that feeling and to be honest on the road that isn't a fantastically great idea, the usual z4m snap hits you harder when it bites.
4. Weight difference is negligible between them, you'd save more weight with a proper race derived rim if that was a factor, the CSLs are not lightweight wheels.
Don't get me wrong I think they look great, particularly in shadow chrome but in my view the above factors, as well as the additional cost and vulnerability of the rim to damage on our roads (especially if you hit a low kerb oops) means that they are more for show than go. I'm a big fan of 18s with a bit of a drop, I think they really suit the car but opinions about aesthetics are always going to vary 8)