Though probably it's not in your area, you can do an online quote from Gerber Collision and Glass (Auto Glass and Auto Body Collision Repair ? Gerber Collision & Glass). I have HUD in my X5 and the website quotes me around $1200.00 installed.

From Tischer BMW, you can also check the price of the parts. I believe the cost of the windshield with HUD is around $1200.00 not including the moldings, clips, etc.

W/o HUD, and with climate control (according to Tischer BMW), the glass itself costs $718.00. So $1000.00 with labor and all doesn't sound too outrageous.

Now the question why BMW charges that much for a Windshield is another story.