Heat oven to 350 degrees. Lightly grease cookie sheets. In large bowl beat brown sugar, sugar, margarine, peanut butter, vanilla and egg until light and flufty. Add rolled oats; mix well. Add flour and baking soda; mix well. Stir in chocolate chips, M&M's and pecans; mix well. Place by teaspoonflils on greased cookie sheets, flatten slightly. Bake at 350 degrees for 10-15 minutes or until light golden brown. Cool 2-3 minutes; remove from cookie sheets. Yield 3 dozen cookies.