OK, you're using good gas. I've heard that Chevron is pretty good. Shell is another good one.
I would try a couple of simple things before you start going crazy and spending lots of $$$ on parts. Your problem may be as simple as water condensation in the gas tank and fuel lines, or contaminant build-up, or both.
After you fully finish off your current tank of gas, pour in one treatment of a high-quality fuel injector cleaner right before you fill up again. I use the small Lucas Oil brand bottles.
http://www.lucasoil.com/products/dis...tid=2&loc=show
Use one 5.25 oz bottle per fill-up. The neck of the bottle won't fit into the E53 gas tank, so get a funnel with a narrow stem. Empty the bottle out completely and then fill up as usual. There may be other good brands as well, but this is what one of the guys at Auto Zone recommended and I was not disappointed. Stay away from STP, I've heard their products are not nearly as good. Do this for your next 2 fill-ups and see if the situation improves.
If you're still having a problem, use a high-quality water remover for your 3rd fill-up. I've used Iso-Heet. Same thing, 1 small bottle per tank. I think the isopropyl alcohol products are better than the methanol (regular Heet). This will bind up any excess water in your fuel system and remove it.
I was having a rough idle and engine knocking problem back in November after I possibly got some less than optimal gas. Also, I had just gotten Dinan exhausts, so the sound was amplified even more. But after a couple of tanks of Lucas Oil treatment and one tank of the Iso-Heet, the stuttering is much improved. Once it's fixed, do not to use the Lucas on every fill-up. Every other fill-up is good.
BTW, I read in one of the threads that Chevron's Techron additive is also not bad. You may want to ask around about it.
Also, you may want to replace your fuel filter to prevent the build-up of additional contaminants. My part+labor on that came to $250 at my local dealership. But try the treatments first.
Based on all the guys that responded so far, it looks like the X5 does have a tendency to idle a little rougher in freezing temps. So you might not get it to 100% smoothness for those cold winter starts. But it should not sound like a Harley or a buck like a horse once you've cleaned out your fule system and injectors. That's what worked for me.
Finally, if you're anticipating a super-Arctic super-cold morning, try not to leave your vehicle with an empty tank overnight. Keep it as full as possible to prevent water/ice buildup inside the tank. Of course this is not always possible, but I did read that empty tanks don't do as well in frigid temps. If it's filled with gas, there's no room for the water to creep in.
Good luck!