I have one caution with the Bentley manual.

If you have a 2005 X5 4.4i (N62 engine), you won't find a whole lot of engine specific information. The manual officially covers all engines/years of the E53 but most of their engine-related info and photographs are specific to the 3.0 or the older M62 engine.

That said, as long as you don't plan to do any major engine work, the Bentley manual is great and Amazon seems to have the best price.