I have personally bought from:

BluntTech.com - Discount Auto Parts - Import and Domestic OEM Replacement Parts and Accessories (they are very responsive over email and easy to work with)
BMW Parts and Accessories at GetBMWparts.com (good accessories selection and pricing)
Special Prices On Oe Parts On This Thread (good pricing from Cmuzzy)

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2002 X5 4.6is - Titanium Silver / Black Alcantara - Dinan Stage 2 - Bilstein/Eibach - Brembo BBK ----SOLD---
1993 318i - Brilliantrot / Tan - bone stock daily driver