The X3 is more nimble and quicker to respond than the heavier, larger X5. The 700lb defecit is noticeable.

Bluetooth became available on all X3s in 2005. Compatability is just like any other BMW I suppose. If you're used to iDrive or the newer BMWs, you may not like the functionality since the X3 still is essentially a E46 in software.

The fuel consumption is lighter than the X5, but the difference will depend on how you drive. Around town, I usually get around 19-20 miles to the gallon. I can easily stretch that to 28mpg on the freeway averaging 74mph.

I'm not sure about your sat nav question. You can retrofit it if you wish, at a price of course.