I've done front and rear rotors and pads on my X3, and it is pretty straight forward.

these instructions are for an X5, but the X3 is almost identical.

http://www.xoutpost.com/articles/x5/...e-job-diy.html

My only issue as that the dog ran off with one of the duct caps and i had to chase him to get it back!

I bought oem pads and brake sensors off ebay, and then bought DBA rotors here in Australia. Ended up costing me about a third of the price i was quoted by two BMW dealers to have it done.