Glad you got servotronic. Never have I seen a system that gives you such light steering, yet still conveys lots of feedback from the road.
Premium sound is great. I love the sound, especially the fine tuning of the DSP and the echo effect. My friends also love to thump rap, so it serves a multi-purpose

. People always ask what upgrades I've done to the sound system, to which I always reply - its all stock BMW (ok maybe not really stock, but not aftermarket if you catch my drift...).
Xenons are a no brainer and you will love them. (I really regret not getting them on my X3)
Nav & Xenons are those options that once you get, you can never get another car without. The BMW nav system may not be state of the art, but it definitively gets the job done. I use it all the time to take new routes (when stuck in traffic), find restaurants (to get addresses and phone numbers). I always enjoy having the map up regardless... Plus its so much more intuitive to use the screen for the radio or to adjust DSP...
All in all, hope you like your X3. Post some pics when you get it. What color exterior & interior are you going?