I had my X5 35d since Dec 2008, one of the first in production.
Have not had any problem at all, perfect!
And even went on a road trip to DisneyWorld and mrytle Beach on our way back to Canada. It was a pleasure to drive and the diesel engine was so smooth!
we average 600mile/tank, averaged 26+mpg, mostly hway. But city/hway avg of 22-23mpg.
I even like the distinct diesel engine clatter rather than the gasoline engines, but it is a very soft clatter not like the loud heavy duty GM diesel trucks.
There is a noticeable turbo lag, but the raw torque power makes up for it (0-60 in 7sec)

No regrets and worth every penny.