I think it depends on your goal.

If your goal is to learn the handling limits of your X without much speed involved, I would go to club autocross where you can run the course with your X as is. There will be folks there that will show you the line or after a few cars have been on the course you can follow the black marks. You can find one close to home, it will be less expensive and generally the worst thing that will happen is you will have to buff some pylon orange off your X. Participants are usually very helpful. It is very likely you will be the only X5 there so be prepared for some--you are nuts looks.

If you goal is to go fairly fast and learn handling I would recommend a driving school where the vehicles are provided. Costs a lot more but you will get much more track time and individualized instruction and your won't have to worry about messing up or preparing your daily driver, won't even need to buy a helmet. Atlanta speedway has an exotic car event where you can drive several race worthy cars like Ferrari, Porsche and Lamborghini on the road course.

If you want to find out what where your pucker factor maxes out and smidgin about proper line I would go to a NASCAR racing school at the speedway. Again you will be using their vehicles and if you go to a 3 day school you can get up to 150+mph in the corners.

I wouldn't go to a road course driving school where I drove my X unless I could commit to going 3 times. From my experience it takes several schools before your X handles the you want it to, you can get rid of the rookie shortcomings, you have memorized the track so you can concentrate on the proper line and you come away feeling you know enough about your limitations and those of your X.

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X5 4.6 2002 Black Sap, Black interior. 2013 X5M Melbourne Red, Bamboo interior
Dallas