For buying help. I found this site very helpful. That is where I found out about the premium package incentive for the X5 (essentially if the dealer is willing to pass the credit to you. You can get the premium package for free).

Bimmerfest -> Ask a Dealer
http://www.bimmerfest.com/forums/forumdisplay.php?f=20

For MSD, read about it on a sticky. But in a nutshell, it lowers your money factor (thus monthly payment) and at the end you get all that money back.