The CEO of BMW M GmbH, Ludwig Willisch, spilled his guts to Auto-Motor-und-Sport in a recent interview about the future of BMW's high-performance M division. The news was good, bad, and downright dumbfounding. For the good, Willish mentioned that future M-models will include high-revving turbocharged engines, and offer ceramic brakes. The bad news is that there will be no E91 M3 Touring, E92 M3 CSL, or M1 Concept. Apparently, BMW doesn't feel there is enough of a market to support those vehicles. The perplexing news is that BMW is currently working on M-versions of the X5 and X6 (apparently to answer a question that enthusiasts have yet to ask). While we cannot control the electrochemical signals being sent between neurons within BMW's think tank, we can continue to hope that BMW doesn't dilute the M-brand the way Mercedes-Benz has with AMG.

There will be a M3 CSL.

What you have seem to forgotten is that the E92 M3 only arrived in September 2007. We are not even a Year past. Even less so for North America and other markets.
Sure in the space of the year we have had the launch of the E92,E90 and E93 M3 models.
But these are are only variants suited to each segment respectively.

The M3 CSL will be a continuation of the M3 series but not whilst the car is over a year old on the market which is why you must have patience.
Each M3 series is a high level than what had gone before and that progression features heavily in every new generation also this has to established in the market.

The M3 CSL will not appear over night as will the performance variations of the BMW 1er Coupe (again not even a year old).
But with each generation the M3 progresses several layers above each model. As previously The way to go is Lightweight whilst the focus remains on lightweight construction , BMW want to make these performance cars bearers for "Efficient Dynamics".
"Efficient Dynamics" will feature heavily in future BMW performance cars,
PS output and driving feel is one step , But normally unheard of "efficiency"will be a key word also.

What BMW wanted to do originally has now changed direction in terms of how much lightweight technology will be used and you can expect more than what had been seen before. recent closed door tests included a M3 and a 1er Coupe using different construction techniques and materials and more PS output to their respective production engines to their road car brothers. Whilst original models were thought of along with the M6 . BMW eventually realised there was more to offer with these cars and scrapped the original ideas. Hence why the concept of the CSL series is very much work -in-progress.

It is very much probable that the production car will be considerably more expensive than it's road car brother but what you will get is a highly individual M3 model in every respect from it's road car brother .

Miracles do not happen overnight that is why you have about two years to go.