There is some effect of the AWD, partly due to the weight penalty, partly due to the ground clearance increase (depends on model) and usually apparent in steering feel and mileage. With the E46, I only notice the steering feel difference when I got an E46 service loaner (non xi). The rest of the time I don't notice it at all. The fuel consumption difference is very slight. With the E90, the negative effect on driver feel is apparently reduced even further. I wouldn't consider the steering feel issue enough to avoid the vehicle, it is very slight and the benefits are huge. Caution here: all 3 series fans fall into one of two groups, those who like the xi and those who think it is against everything BMW stands for. Personally, I like the concept of an ultimate winter driving machine.

Surprised you don't see more 3 series xi in your area, as they are more common than the rwd version in some areas. Across Canada, a substantial portion of all E90s are awd. Consider that with the introduction of the 3 and 5 series touring models (wagons) BMW didn't even bother to import the rwd versions, not enough demand.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue