I'm actually looking to replace mine as well. I have a 2004 4.4i with the sport package and air suspension. I emailed bmwparts.com and here is what they emailed back to me:

For your vehicle, since it has both sport package and also the 2 axle self levelling suspension options - you'd select the front struts that corresponds with both options together: Left 37116761443 $674.80 Right 37116761444 $674.80 You can place your order by part number right here on our site, if you'd like: getBMWparts.com powered by Tischer BMW - Your #1 Source for all OEM BMW Parts/Accessories!

I really want it done this weekend and i'm going to my indy to see what he can do. You mentioned that Delphi is the OEM struts used for air suspension? I thought it was Sachs? Anyway, I had no idea that air suspension struts were priced so high.

Since you live in NY, if my Indy gives me a good deal, i'll let you know. I was hoping to have the rears done too, but at these prices I might just have to wait it out a little.