The X3s are pretty solid, there isn't much to watch out for.

Yes, some had problems with the sunroof. We never open ours, so I don't think about it.

Transmissions being rough are more likely to be related to software than anything else. You can see if there are any applicable updates, but they would likely have been done by the dealer.

Changing the transmission fluid is entirely up to you. There is no consensus. One school of thought is to change it early and often, ie every 30,000 miles, in the hope that that will avoid problems later. The other school of thought is that typical transmission failures on these vehicles are not brought on by failures of the fluid, but rather by electronics, sensors, and other issues that fluid doesn't affect, so skip it and save your money for if you ever need a transmission repair. Lots of posts here and in the E53 X5 forum on this topic if you search. Personally, I am in the don't change it camp. If you have a specific problem with the transmission that other repair attempts haven't resolved, you can always try changing it to see if it makes a difference, but I wouldn't have great hopes that a fluid change would cure it.

If the car has done a lot of short trips, where the engine doesn't get hot enough to burn off the condensation, it can form a paste under the valve cover (visible if you remove the oil filler cap). That paste can collect in the crankcase ventilation valve (oil separator) and if it is very cold outside it can then freeze. If you are moving the car to a cold ambient, could be something to check, to see if the OSV is clear or not.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue