BMW has factory tours in Munich and in Dingolfing (where the nicer models are made) and in Regensburg. Take your pick as to which one you want, but reserve in advance. Engilsh tours are limited if you're interested.

There's always the castles that dot the Bavarian countryside. A bit touristy, yes, but they seem to be pretty neat.

There are forum members that have an X3 and live in Germany. Search on the X3 forum.