My understanding is that there is a Sport *line* and a Premium *package*. I've never seen a Sport Package for the Canadian F30s. But you could get a Sport line and add the Premium package, sure.
I have a Lux line with the Premium package, and I'm very sure I made the right choice. I love having a glass sunroof, the alarm system makes me feel good (and.... helps me find my car if I lose it in a parking lot, lol), and the seats folding down have saved my bacon many times. A must for a trip to IKEA!
Comfort Access is also really cool; now that I have it, I can't imagine going back. I never take my keys out of my pocket! Just go up to the car, get in, and go. It's really crazy how fast you get used to it, and the idea of pulling out a fob or key seems laborious.
Auto dimming mirrors are also a really nice feature I did not think I'd appreciate. They go to a nice deep blueish tint when it gets dark out, and prevents drivers behind me from blinding me with their highbeams. PDC is also a nice feature, though the rearview camera in the Executive package would probably be more helpful.
Finally, nav is great. Don't care that I have Google Nav on my phone, it's nice to have it integrated and effortless with the car. You also get a bigger LCD screen because of it!
Anyway, IMO, Premium package is a must. Sure, it'd be nice if all these were standard, but such is life.