Just bought my new (to me) '06 E53 X5 4.4i!

[Lookin4Trouble]

So I just picked up my 2006 X5 4.4i, I'm pretty handy with tools and whatnot, but for the life of me, without _buying_ a service manual, I can't find info on fluids and filters.

What I'd like to do:
Trans (Flush, Filter) - I found a replacement filter, not 100% what rating of ATF I need, or what quantity.
Oil (Flush, Filter) - Replacement filter is easy to find, I'm sure the weight and capacity are in the owners manual.
Radiator (Flush, possibly Thermostat) - Replacement Thermo is easy to find, about how much fluid should I expect to put in?
Differentials (Flush) - absolutely no info on this. Anyone know capacity and weight of fluid? I just did the rear diff. service on my girlfriend's G35X, and 75w10 Gear Oil was fun to find...
Bushings - I have plenty of white lithium grease and a grease gun, anything in particular I should look for as far as wear?
Lighting - Seriously, BMW? Halogen in a reflector dome? Not looking to go too nuts on this, but D2S HID kits are dirt cheap.
Air Intake - Should I bother with anything beyond a K&N Drop-in? I just traded in my 2002 Grand Prix GTP, and miss the low-end torque from the Supercharged 6-cylinder - the intake I had on that _really_ woke it up, but was fabricated from marine piping, a piece of roof flashing, and a K&N Cone. Not sure if the 4.4 has trouble breathing...

All in all, I'm probably looking at $1k+ just to be sure everything is tip-top. Any further suggestions are very welcome...

Thanks
Erik