Also a new member here.
Picked up a CPO 2010 X5 35d w/ 32k miles this summer and so far have averaged 19 to 22 mpg city/hwy.
I'll second what other posters have said in that the 35d is a great, natch FANTASTIC, family hauler if you already have a fun toy (e46 m3 in my case). Although a little-one will fit in the coupe's backseat, the X5's rear passenger space is much more airy, especially w/ the rear climate package.
While turbo lag exists, this thing gets up to 80 plenty fast and the handling is quite sharp for a "SUV," probably due to the unibody frame. Really, for a compromise between power, sportiness, and fuel consumption, the 35d is the best package offered here in the states; although the new Cayenne diesel has been reviewed favorably, I still prefer BMW's interior.