I ordered the parts from my BMW dealer and used my BMWCCA discount to get an extra 15% off. I then took the cover (part#4 in diagram) to a body shop to have it painted for me (it comes flat black). That cost $65. I spent right around $425 for the entire job. We're talking the entire assembly (including parts #7, #8). You should take this diagram into the dealer and make sure you're ordering the right parts. Give them your make model

Mirror Glass = $112.72
Entire Assembly= $284.58
Supporting Ring (part # 51168254904) = $37.67
BMWCCA 15% = $65 savings!

The only thing you need to worry about is removing the door panel. Once you remove the panel you're past 95% of the hard work,.and the rest is seriously very easy and straightforward. This is the closest DIY I could find, so please ignore all the steps after step #6. It's actually quite simple. Make sure you have the mirror assembly put together before you begin to remove the panel. You want to be ready to install once you remove the door panel. You will also have to slightly move the tweeter in the upper corner of the door to gain access to the 3 screws to remove the assembly. The easiest way to remove wiring going to your bad mirror is to cut it. Then zip tie the new wiring wherever you see fit.. Just plug and play my friend. It took me about 90 minutes and I could have done it 20 minutes faster but I was really anal on having the mirror assembly be flush with the door.

Here's the page where you should begin your search for part #'s. Please let me know if you have any questions! I hope this helps.