Originally Posted by wpoll

You will need e-torx sockets for this job - the thermostat body is held in place with four e8(?) e-torx bolts. You can get a full set of e-torx sockets for $20-30.

There's a few resources that give good pointers on how to change the thermostat on the E53 3.0d.

Firstly, here's a link to the thermostat section in a workshop manual on the web...

BMW Workshop Manuals > X Series E53 X5 3.0d (M57) OFFRD > 2 Repair Instructions > 11 Engine (M57) > 53 Thermostat And Connections > 1 RA Removing And Installing Or Replacing Coolant Thermostat (M57) > Page 579

This manual shows the pre-facelift car (M57 vs M57TU) but most of the steps are correct. On the facelift (LCI) model, you can leave the fan and the A/C belt alone - there's room to work behind them. I also didn't remove the charge air hose in step three on page 580; I used a ring spanner (10mm?) to remove vacuum pump outlet hose retainer bolt (#2 in diagram) from underneath the charge air hose.

Step four on page 580 - item 1 - remove EGR clamp - this clamp is rather odd and completely encloses the EGR joint - take your time pulling this off - it needs to be undone, then opened up to allow the EGR pipe to come free from the inlet body. The clamp is attached to the EGR pipe from memory.

Print these there pages (589, 580 & 581) - they are your main guide.

Then there's this YouTube video...

https://www.youtube.com/watch?v=aNi4BjkRJoY

Not the most comprehensive DIY video ever made but it contained proof that this task doesn't require removal of the fan on the LCI models.

I drained the coolant before doing this (remover lower splash shield, then drain radiator etc. via rad. drain bolt - 14mm (?) socket to undo plastic drain bolt). I used 6-7 litres of coolant when I refilled and bled the system once I was done.

Bleeding process is also well covered on the web - here's the workshop manual pages (LCI manual this time)...

BMW Workshop Manuals > X Series E53 X5 3.0d (M57TU) OFFRD > 2 Repair Instructions > 17 Cooling System (M57TU) > 0 Coolant, Checking Cooling System > 5 RA Venting Cooling System And Checking For Water Leaks (M57TU, M57T2)

Take note about the vent screws and DEFINITELY take note about covering the alternator - bleeding can be messy and you don't want coolant in your alternator!

Hope this all helps.