A used M3 would be my own personal hell. All M-series BMW parts are tremendously expensive, and the cars are mostly thrashed to bits by squid owners.
AMG cars are another breed altogether. While it's true the AMG specific bits are pricey (I replaced the rear brakes on our C36, and it was about three times the price of my C230) the remainder of the car is "normal" MB.
And they are VERY durable. Our C36 had 155,000 kilometers on the clock, and ran perfect compression across all six pots. It ran like a brand new car.
The different market for AMG vs. M-series really helps too. Most MB owners are not street-racing yuppie gangsta-wannabes that used Daddy's AMEX to buy their cars. 90% of the AMG cars I've seen for sale are cared for one owner examples with a reasonably mature owner. We shopped a decent number when buying the AMG. Didn't see one hunk'o'junk.
Any AMG car NEEDS Max Performance tires. Put anything less on, and you'll be sorry. And they wear REALLY fast. Even the C36 (the "lowest" performing AMG car, if there is such a thing) chews through rubber like no tomorrow. Prepare to budget serious $$ for tires. It'll probably be your highest single operating cost.
If you buy an AMG car, and then take it to the dealer and whine about service and parts costs, you'll not get any sympathy. Like the W140, these cars were not designed to be sold to people with thin wallets. If you want to spend $400 on a set of brakes instead of $1200, buy a C230 or E320.
As to day to day stuff, filters and fluids are pretty standard fare, and for FSS equipped cars, the schedule and costs for the C43 are identical to the C230 and C280. Running it day to day will cost the same, except for tires. When brakes are gone, it's about 2-3 times the price, but that's only about every 60,000 kilometers or so.
But, as mentioned above, driveline parts are REALLY expensive. These are hand built engines, and replacing or repairing them will cost the GDP of some not-so-small nations.
If you can find a 1995 C36, they are good AMG used car buys. Despite not having the five-speed, if you can find one WITHOUT ASR, you'll have struck gold. ASR is a serious fun-defeater on these cars. The ASR does only one good thing: makes tires last longer!