I took delivery of an '07 M Coupe in november....as of today it has 1050 miles on it.
So far i believe it to be a bit more challenging to drive than my '02 M3.
I definitely think it prefers smooth roads (don't we all?) as well as smooth corners.
I really haven't pushed it to hard at this point, but i have noticed the brakes make a God-Awful squeal when applying only light brake pressure (easing up to a light)...it's actually embarassing.
When i take it in for the 1200 mile check up, i will definitely mention this.
So far, i'm pleased...have not taken it on any extended drives but i'm sure i will.

perhaps the brakes weren't broken in correctly?

Yes the brakes squeal. It's O.K. If you press the brakes lightly at slow speed they squeal. These are the same brakes on the Competition Package M3 and they squealed on that car also.