If I remember correctly, the lugs are 19mm. As for the impact gun, I've been thinking about getting a cordless one, but I have no experience with them and not sure if they're up to the task. I do have a compressor but the idea of cordless really appeals to me. You'll also want to get impact sockets as regular sockets can break using an impact gun...

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'08 335i Coupe - Barbera Red / Saddle Leather / Light Poplar Wood / 6spd Manual
Options: Sport, Premium, Cold Weather, Comfort Access, Active Steering (awesome!), Power Rear Shade, IPod Adapter, Navigation w/IDrive
Mods: M6 Wheels, Split Armrest, M-Steering Wheel, Euro Light Switch w/Rear Fog Lights, Short Shift Knob w/Matching E-Brake Handle, Clear Reflectors, CDV, Clear Bra

Retired:'04 X5 4.4i