I've used a few brands over the years, but I always use 5W-30 in a full synthetic. Three years ago I was using Mobil 1 synthetic. These days, I'm using G-Oil synthetic (which I also use in my Tundra, my Yukon, and my 2006 E91 wagon with absolutely no issues).

The X5 is the only one that's done this yellow sludge thing, regardless of oil brand.