I have always changed transmission fluids on previous cars. BMW says it
is a "lifetime" fill and doesn't need to be changed.

I once asked a local high end tranny shop what would it cost and they came
back with $700. It seems its hard to get all the fluid out.

So I haven't touched it and it has been running for 224,000 miles and shifts smooth as silk!

I did have the transfer case go out about 175,000. BMW OEM price is $2200 plus another $500/$700 for install. I got a remanufactured one for $850 and paid my indy shop $400 to put it in. He rolled his eyes on the none OEM fix. However it was a BMW case with reworked gears which is what breaks. I have now found a Jeep tranny specialist who works on my sons lifted Jeep and he could fix these things in his sleep. So my recommendation if one of these goes out talk to your local 4WD guys. Believe me they don't pay $3K for transfer cases!