For standard parts which do not require proof of ownership (such as CSL or Individual parts) it's easy. Pickup the parts at the dealer and bring them to the US in your luggage , you can also ship most parts using UPS (remember to label them as gifts

) .
Only large items such like a CSL trunk lid you have to carry over on your own as UPS won't ship such large items

... 18 months ago I bought a CSL trunk lid and rear difuser to the states .... It was quite funny walking through customs in Boston and telling the officer "It's a BMW trunk lid" , didn't even have to pay tax.
Only downside with buying parts in Germany is you no longer get a tax refund for car parts
If you plan to buy parts in Munich let me know and I'll send you the name of folks at BMW I am dealing with.
Btw you may also want to consider the ///M steering wheel/e-brake upgrade and/or grey headliner "delete" .... Haven't posted it yet but I also bought an E90 330xi as my daily commuter and couldn't stand the headliner color

.... More to come as I progress with my "beater project" ...
- Jan