Do you have comfort access? I find that if you do, you're basically waiting for things to boot up (like the BMW logo just comes on) and after a few seconds you get the Accept message. As opposed to unlocking from a distance and taking maybe 15 seconds to where you actually put the key in and push the start button. When you hit that unlock 15 seconds ago, it seems like it started the "boot" already.

I haven't had a delay in radio though, but generally it does take longer than if you use the key.

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'08 X5 3.0si - Alpine White / Saddle Brown interior
Specs: Sport Pkg, Premium Pkg, Tech Pkg, Comfort Access, Aero Kit, Style 433 staggered 20s on Conti DWS
Mods: Carbon 35 tint, LED angel eyes, GP Thunder 7500k fogs, H&R 20mm/25mm spacers, clear reflectors, gunsmoke-tinted taillights
Coded: Digital speedo, windows/sunroof/tailgate close via keyfob

X5 pics at Flickr