First, congrats on your purchase! Sounds like you're happy, so my advice to you is not to read any threads with "X5d," "X5 xDrive35d," or "diesel" in the subject line

.
Our previous SUV was a 2006 RX400h with ML audio. I wouldn't say it was as great as you make it sound (
IMO). I don't have premium sound, and I wish I got it as well.
Your NAV is the same as my 2008 5er, so no you cannot the map cannot be seen on the full screen (that's the main reason I got the 2010 X5
d).
There is no auto go-back as you had on the Lexus. What you can do, though, is instead of going back to the menu, from any screen you can push the iDrive knob in the direction of the screen that you want (as if you were on the main menu screen) and hold for a couple seconds. It will go to that screen. {I'm sorry I know that sounds like a weird description of this function, but I hope you understand it.}
I'm not sure of TSBs for this vehicle. A search on this forum might lead you somewhere, or someone else will chime in.
Again, welcome and congrats!