I have a 2002 330i...love it, except for the automatic transmission the dealer talked me into. Has anyone ever heard of/considered swapping the automatic trans for a manual? Is this even possible (not to mention feasible)?? Any input would be appreciated.

I believe it is possible, but it will cost more money and headaches then its worth. Better off trading the car in for another one. BMWs keep their value well, so trading in a good condition 2002 330i + maybe $2,000 should get you a new 330i manual.