Congratulations on the purchase! I'm hoping to do the same after thanksgiving!

I'm sure there's better qualified folks here to detail their X5d tips to you, but on my end working at BMW I can tell you that the majority of times that the X5d (and 335d) come into the shop is for issues related to the emissions crap. If you are looking to get rid of that stuff anyway, then you are going down a smooth road .

The one thing that I do see here from time to time that does not relate to the emissions equipment is the Glow Plug Module. It's not common but I'd say that it would be the next most popular item after the emissions stuff.

One thing I would recommend you do when you have a chance, call or stop by your nearest BMW dealership and have your VIN number and mileage ready. Ask them to see if there are any open recalls on your car that you could qualify for. Do this before you start working on it. There are some that have extended warranties on the NOx sensors, also on SRC tanks, the EGR cooler, etc... So it's possible that if your car qualifies, you can have these issues taken care of for free.

Good luck and keep us updated on the progress with it!