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I replaced both wheel bearings recently and took the hubs to the local machine shop to have the bearings pressed in. I even printed out and brought the instructions (from BMW) for the technician. An hour and $20 later, the new bearings are pressed in.
But I think he Brinneled one of the bearings, as it failed within about 100 miles (the steering went funky and the wheel itself had play in it. You could grab the tire and move the wheel from side to side by 1/2" or more).
This time around, I just bought an entire spindle assembly off a junked X5 and bolted it on. It took about a half-hour and was a lot easier (and cheaper) than replacing the bearing itself.
The bearings on these cars seem to last a good long time - 150,000 miles or more.
It is not easy to press the bearings in, as the housing has an odd shape, and working around the dust shield isn't easy either. I ended up cutting the thin part of the dust shield so it could be removed and reinstalled without taking the hub off the spindle (crazy design, but BMW must have had their reasons).
Wheel shimmy is a heartbreaking problem. I had the infamous E36 shimmy problem and I rebuilt the entire front end, even a new rack and pinion. It still came on, at about 60 mph.
Turns out the tires (Michelin MXV) were about 8 years old, and even though they had lots of tread, they had dry rotted and were hard as a rock. I swapped the tires with my other E36 (which were new) and the problem mysteriously transferred to the other car.
P.S. - I notice that the new X5s (E70) have integrated hub assemblies. The hub and bearing are one piece and it simply bolts onto the spindle with four bolts. Anyone can swap these out with your basic Craftsman socket set - no special tools needed, other than the axle socket. I used to make these types of assemblies at New-Departure Hyatt Bearings, back in the early 1980's, for the GM B and C cars. The E70 bearings look suspiciously similar. After finding Delphi struts on the front of my car, nothing would surprise me, though.
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