I just got a 35d 2 weeks ago-- Got 26 mpg driving through the Blue Ridge Pkwy and Skyline Drive on the way back from Performance Center Delivery in South Carolina. Been averaging around 24 in mixed driving since then. Would expect it to get better as it breaks in completely. I've read a number of posts from people getting 29-30 on the highway. Hope that is the case for me too.

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1997 E36 M3 (Sold)
2000 E39 M5
2010 E70 X5