With a car at this age and mileage (I do not know your mileage), as you mentioned...
1. New fuel pump. Don't know your brand but best is Pierburg, which is OEM.
2. New fuel filter such as Mahle, Mann etc.
3. The siphon pump/sending unit, best is BMW brand.
Anything else may create a guess and time/effort lost in troubleshooting.
I understand that some people use aftermarket fuel pump (? Walbro) etc. and seem OK.
I use aftermarket parts all the time, such as NGK spark plugs, but when it comes to fuel system, I stay with BMW genuine supplier for a few reasons:
1. You can get stranded in the middle of nowhere ---> hotel cost, towing cost, inconvenience etc.
2. Time/effort lost + frustration etc.
3. It is not that expensive in the US, I can get a Pierburg fuel pump for US$145.
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1998 E39 528i 5sp MT
2006 E53 X5 3.0 6sp MT
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