SMG - best setting for Town driving.

[PSJKXP]

I've had my M3 for a week now. Got 220 miles from a full tank driving most in town. Still running it in as the Engine and gearbox have been rebuilt.

What is the best setting for driving around town in auto mode?
In this weather I've been in the lowest setting which makes the car set off in 2nd gear avoiding wheel spin on icy roads. But surely this is less efficient than setting of in 1st on dry roads?

Can't wait to unleash the beast when I've clocked up 1000 miles. Might have to drive to scotland and back if the weather permits !