When the Hatter says that he is contemplating all things M...what words does he then say? I think that I heard murder, but that is the only one that I can remember...

The line was "I've been considering things that begin with the letter 'M' - Moron, mutiny, murder, malice..."

Moron, Mutiny, Murder, and Malice.

He also says "Moron" and "Malice" I think (:

One of them I think was moron

he sagte im thinking of all things that start with an m like moron... murder..... malice. lol

He sagte it two times!
Once in the tee Party, when Alice arrives. There he asks his famous riddle: "Why is a raven like a Schreiben desk?" (I wish he would've sagte the answer!) :P
The other was when he was talking to the Red Queen. There he said: "I'm thinking of all things that start with the letter 'm' like moron... murder..... malice." :D

i know he sagte moron then the red Queen turned her head

there was to be no answer to the riddle why is a raven like a Schreiben desk, but due to beliebt demand a few Antwort were created (check Wiki for them) but my Favorit is because Poe wrote on both.

i heard moron?!?! :)

The Mad Hatter says that he's researching words that begin with the letter "M".

I immediately thought "mercury."

Other m-words that came to "mind" --

muchness
madness

metal chelation therapy (LoL) - used to treat patients who've been exposed to high levels of toxic metals like "mercury"

And I quote, "Moron, mutiny, murder, mmmm-malice" XD

moron, murderer, malice, and i think malevolence...mutiny...