I have used
getBMWparts.com a few times with good success, they are also thorough about supplying you the correct parts and run your VIN # against your order to ensure your getting the correct parts.
I did hear though that they are stopping shipments to O.S. because it breaks BMW policy or some shit like that? Not sure how true that is.
If you can get local supplier to be just as competitive then why stuff around I guess? Go local.