I would focus on RBs mention that is due for a suspension rebuild and I would do so at one time to save time and alignment money.
Sounds like the rotors were not changed with the pads. Obviously, the thinner the rotor the more likely it is to warp. It is also harder to get the pads to seat properly if that was the case. I would check the rotors for ridges on the outer edge and for 'burned' areas, though, as mentioned, it is not likely the cause in your case.
The front and rear suspensions have similar rebuild schedules though the rear tends to last a longer. I would do it all at once including the subframe bushings--they are not always bad but the only way to know is to drop the frame to check. At that point, if you have the proper tool, might as well replace them.
Unless you are interested in a firmer ride I suggest OEM or OE shocks. You will know what to expect as far as ride and you are maintaining the BMW design intentions.
If you are concerned new transmission fluid might instigate transmission problems you could drop the pan, change the filter, saving the old saving the old stuff to put back in if it doesn't smell burned.
Regarding transfer case and differentials, I also go with aftermarket lubricants. Right or wrong I feel there is better stuff out there that cost less the OEM.