Moshey,
I just purchased and installed the Weiss-Licht Led upgrades. There was a huge price discrepancy between those and the Lux. I've seen both in person, and it didn't seem to me to warrant paying an extra 130 bucks for the Lux.
I have the same ride as you as well, and I"ve been looking for running boards. I've found here in Glendale, CA at
Pacific BMW, the running boards are $323
The X5 is already equipped to handle the Satellite radio and Nav, but you have to pay for the module, the upgradae and the installation if done by the dealership. The nav before the '10 models are pretty damned slow compared the newer models.