Make sure you got all your keys, again very expensive stuff. The prep guys have finger for those as well. This dealership that gave you, the car seems shady, so I'd make sure you got everything. That's pretty much everything I think. Of course lots of paper work is always nice (MSRP Page etc...)
Another one:
2011 BMW X5 X6 Owners Manual Set w/ Case Xdrive35i Xdrive35d Xdrive50i M Xdrive | eBay