I've just (this morning) gone for 245/35 at the front and 275/30 at the rear. Same tyre too - Goodyear Eagle F1 Asymmetric. It was a toss-up between the known-to-be-good Michellin PS2's and the Goodyears, which have consistently beaten everything (inc the PS2's) in recent tests. In the end, the lower asking price of the Goodyear's did it for me. Had they been the same price, I probably would have played it safe with the known-to-work-on-the-Z4 PS2's, but they're not, and the potential payback could be noticably better grip than the PS2's.
As for your sizes: don't do it. The sums I did, based on the stock rim widths and fitted tyres showed that the ideal widths on the CSL rims would be 240 at the front and 270 at the back. Trouble is that those sizes don't exist and happen to fall exactly between the choices that you do have: 235 or 245 at the front and 265 or 275 at the back. By going with 235 at the front and 275 at the back, you're effectively choosing to go wider at the back and narrower at the front, proportionately. Given that the Z4M has a reputation for understeer, moving the balance even further towards more rear grip than front grip is going to make things worse. Either go with 245/275 or 235/265. Or if you're feeling really brave (the risk being you really upset the handling), you could go with 245 at the front (wide option) and 265 at the back (narrow option), thus attempting to give the front more grip. I decided i'd like the same fundamental ballance because I couldn't guarantee that the 245/265 combo would have the desired effect, so that left 235/265 and 245/275 options. It turned out that the 245/275 option was only 35 more than the 235/265 setup, and will almost certainly give more grip, simply because all tyres are slightly wider. It also means the tyre sits fatter on the wheel and so offers marginally more protection.
Like you say, though - it's very difficult to find out this info - if you look on bimmerfest, you'll find a whole load of posts by me trying to discover the same answer. I ended up using a combo of advice from the retailer (who knew what tyres are fitted to the M3 CSL), my own calculations based on the ratio of the widths of the stock tyres to the widths of the stock wheels, and the website that lets you experiment with different tyre sizes and compare the eventual rolling radius change over stock.
So my advice is this: go with either 235/35 front and 265/30 rear, or 245/35 front and 275/30 rear. Because the profile number is a ratio of the tyre width, the 245/275 option means slightly larger rolling radius' which are closer to stock than the 235/265 option.
