It sounds like you are wanting the absolute best service possible, and that will NOT be at a COSTCO! You need to find the specialty tire shop that does all the exotic cars in your area, but you're going to pay for it! This is what I do for my expensive discontinued wheel sets.
It costs me 360 dollars to mount and balance four tires, but there is zero damage. I hate it, but that's life.
I have some friends at Bridgestone that give me deals on tires as long as I buy them from a Firestone Complete center. I asked the Firestone center about what tire machines they use and the employee said, if you dont want your wheels scratched, dont let us do it.
Enough said, brother!
With all that said, I've added some comments to your comments/questions in red text below:
Do these guys have the proper pucks or spacers to lift the car without destroying the jacking points? If not, then I'm going to rush order a set from one of the sponsors.
Your M3 jacking points and pucks are no different than all of the BMWs in the world over the last 40+ years. Costco is using the same lifts and jack pads that 99+% of all other tire shops (including BMW) use. So I wouldn't worry about this. I would like to see the Costco technicians face when you tell them how to do their job and what tools and adapters you want used for your car Im joking around here, but you know what I mean.
Any special instructions I should give them? Besides be careful with my irreplaceable car? Pay attention to the mounting direction of the tires? Watch the torque on the lug nuts and don't you dare use an air gun to tighten them?
Costco doesn't care about special instructions. They have their process and they do what they do. I will say, I drove by my local Costco wheel/tire bays not long ago and I saw a technician with a torque wrench in his hand actually torquing lug nuts on some NPC's boring car. I was surprised.
Is there a special instruction for balancing? I don't know much about balancing so I just go by what is the latest info I read on our forums. Years ago in my E36 days everyone on Roadfly was told to match mount the tires. When I moved to the E46 I was told ask for road force balancing. When my wife got her M a few years ago I was told "get both". The tire tech actually got pissed when I said that and told me "pick one! Do you want road force? Or do you want match mounting?" I don't remember how that worked out.
The correct way to balance a tire the best is to have the tire road force balanced. This method offsets the 'heaviest' points of the wheel and tire that helps to counter balance them, which allows you to use fewer lead wheel weights to get the balance correct.
In summary: I'm going to Costco, teach me how to handle that so it's as painless as possible for me and my car comes out unscathed. Non-scathed. A complete lack of scathed.
Don't go to Costco. Spend several hundred extra dollars and go to the tire shop that your local exotic car dealerships use.