You will see a lot of pros/cons on this site for remote starters.
http://www.xoutpost.com/x5-e53-forum/...emote+starters
http://www.xoutpost.com/x5-e53-forum/...emote+starters
Personally, I would not get one - don't like the X sitting from a cold without fluids moving around in there and don't like to mess with the security system thats already there.
But, it was 9 degrees this morning so I see where your inspiration is coming from

.
One very highly recommended install stop is sound in motion in Allston/Brighton - no affiliation. (they do a lot of the Patriots and Red Sox installs.) They list remote starters as something that they do so it might be worth giving them a call.
http://www.sound-in-motion.com/