Understand that. I too avoid stealerships if possible. For your key try bimmertech if you don't mind submitting ownership docs on their website. Much faster and cheaper than a dealer in most cases. Just got a new key for our f15 x5. With the blade key was about $500. Dealership wanted something like $800 with "programming," which was of course just holding the key to the column and initializing it with the vehicle.

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2005 X5 4.4i Build 04/05 Maintenance/Build Log
Nav, Pano, Sport (Purchased 06/14 w/ 109,000 miles) (Sold 8/15 w/121,000 miles)

2006 X5 4.8is Build 11/05 Maintenance/Build Log
Nav, DSP, Pano, Running Boards, OEM Tow Hitch, Cold Weather Pckg (Purchased 08/15 w/ 90,500 miles)

2010 X5 35d Build 02/10
Nav, HiFi, 6 DVD, Sports Pckg, Cold Weather Pckg, HUD, CAS, Running Boards, Leather Dash, PDC, Pano (Purchased 03/17 w/ 136,120 miles)